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<div class="title">ukf_types.h</div>  </div>
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<a href="ukf__types_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno">    1</span>&#160;<span class="comment">/* ukf_types.h</span></div>
<div class="line"><a name="l00002"></a><span class="lineno">    2</span>&#160;<span class="comment"> * </span></div>
<div class="line"><a name="l00003"></a><span class="lineno">    3</span>&#160;<span class="comment"> * Copyright (C) 2011-2014 Jeremy Fix</span></div>
<div class="line"><a name="l00004"></a><span class="lineno">    4</span>&#160;<span class="comment"> * </span></div>
<div class="line"><a name="l00005"></a><span class="lineno">    5</span>&#160;<span class="comment"> * This program is free software; you can redistribute it and/or modify</span></div>
<div class="line"><a name="l00006"></a><span class="lineno">    6</span>&#160;<span class="comment"> * it under the terms of the GNU General Public License as published by</span></div>
<div class="line"><a name="l00007"></a><span class="lineno">    7</span>&#160;<span class="comment"> * the Free Software Foundation; either version 3 of the License, or (at</span></div>
<div class="line"><a name="l00008"></a><span class="lineno">    8</span>&#160;<span class="comment"> * your option) any later version.</span></div>
<div class="line"><a name="l00009"></a><span class="lineno">    9</span>&#160;<span class="comment"> * </span></div>
<div class="line"><a name="l00010"></a><span class="lineno">   10</span>&#160;<span class="comment"> * This program is distributed in the hope that it will be useful, but</span></div>
<div class="line"><a name="l00011"></a><span class="lineno">   11</span>&#160;<span class="comment"> * WITHOUT ANY WARRANTY; without even the implied warranty of</span></div>
<div class="line"><a name="l00012"></a><span class="lineno">   12</span>&#160;<span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU</span></div>
<div class="line"><a name="l00013"></a><span class="lineno">   13</span>&#160;<span class="comment"> * General Public License for more details.</span></div>
<div class="line"><a name="l00014"></a><span class="lineno">   14</span>&#160;<span class="comment"> * </span></div>
<div class="line"><a name="l00015"></a><span class="lineno">   15</span>&#160;<span class="comment"> * You should have received a copy of the GNU General Public License</span></div>
<div class="line"><a name="l00016"></a><span class="lineno">   16</span>&#160;<span class="comment"> * along with this program; if not, write to the Free Software</span></div>
<div class="line"><a name="l00017"></a><span class="lineno">   17</span>&#160;<span class="comment"> * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.</span></div>
<div class="line"><a name="l00018"></a><span class="lineno">   18</span>&#160;<span class="comment"> */</span></div>
<div class="line"><a name="l00019"></a><span class="lineno">   19</span>&#160;</div>
<div class="line"><a name="l00020"></a><span class="lineno">   20</span>&#160;<span class="preprocessor">#ifndef UKF_TYPES_H</span></div>
<div class="line"><a name="l00021"></a><span class="lineno">   21</span>&#160;<span class="preprocessor"></span><span class="preprocessor">#define UKF_TYPES_H</span></div>
<div class="line"><a name="l00022"></a><span class="lineno">   22</span>&#160;<span class="preprocessor"></span></div>
<div class="line"><a name="l00023"></a><span class="lineno">   23</span>&#160;<span class="preprocessor">#include &lt;gsl/gsl_vector.h&gt;</span></div>
<div class="line"><a name="l00024"></a><span class="lineno">   24</span>&#160;<span class="preprocessor">#include &lt;gsl/gsl_matrix.h&gt;</span></div>
<div class="line"><a name="l00025"></a><span class="lineno">   25</span>&#160;<span class="preprocessor">#include &lt;gsl/gsl_blas.h&gt;</span></div>
<div class="line"><a name="l00026"></a><span class="lineno">   26</span>&#160;<span class="preprocessor">#include &lt;gsl/gsl_math.h&gt;</span></div>
<div class="line"><a name="l00027"></a><span class="lineno">   27</span>&#160;<span class="preprocessor">#include &lt;gsl/gsl_linalg.h&gt;</span></div>
<div class="line"><a name="l00028"></a><span class="lineno">   28</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="ukf__math_8h.html">ukf_math.h</a>&quot;</span></div>
<div class="line"><a name="l00029"></a><span class="lineno">   29</span>&#160;</div>
<div class="line"><a name="l00030"></a><span class="lineno">   30</span>&#160;<span class="keyword">namespace </span>ukf</div>
<div class="line"><a name="l00031"></a><span class="lineno">   31</span>&#160;{</div>
<div class="line"><a name="l00032"></a><span class="lineno">   32</span>&#160;</div>
<div class="line"><a name="l00036"></a><span class="lineno"><a class="line" href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46ac">   36</a></span>&#160;    <span class="keyword">typedef</span> <span class="keyword">enum</span></div>
<div class="line"><a name="l00037"></a><span class="lineno">   37</span>&#160;    {</div>
<div class="line"><a name="l00041"></a><span class="lineno"><a class="line" href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46aca17ae6619707ee6def4c7b41e7502a270">   41</a></span>&#160;        <a class="code" href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46aca17ae6619707ee6def4c7b41e7502a270">UKF_PROCESS_FIXED</a>,</div>
<div class="line"><a name="l00045"></a><span class="lineno"><a class="line" href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46acab64d3a664525ca6b963f20162ed6f1bd">   45</a></span>&#160;        <a class="code" href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46acab64d3a664525ca6b963f20162ed6f1bd">UKF_PROCESS_RLS</a></div>
<div class="line"><a name="l00046"></a><span class="lineno">   46</span>&#160;    } <a class="code" href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46ac">ProcessNoise</a>;      </div>
<div class="line"><a name="l00047"></a><span class="lineno">   47</span>&#160;</div>
<div class="line"><a name="l00048"></a><span class="lineno">   48</span>&#160;    <span class="keyword">namespace </span>parameter</div>
<div class="line"><a name="l00049"></a><span class="lineno">   49</span>&#160;    {</div>
<div class="line"><a name="l00050"></a><span class="lineno">   50</span>&#160;        <span class="keyword">class </span>EvolutionNoise;</div>
<div class="line"><a name="l00055"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html">   55</a></span>&#160;        <span class="keyword">typedef</span> <span class="keyword">struct</span></div>
<div class="line"><a name="l00056"></a><span class="lineno">   56</span>&#160;        {</div>
<div class="line"><a name="l00060"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#a6226f46479a98fdeb1321d49680e76ed">   60</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#a6226f46479a98fdeb1321d49680e76ed">kpa</a>;</div>
<div class="line"><a name="l00061"></a><span class="lineno">   61</span>&#160;</div>
<div class="line"><a name="l00065"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#a41e15863dacadc709c856810fec793da">   65</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#a41e15863dacadc709c856810fec793da">alpha</a>;</div>
<div class="line"><a name="l00066"></a><span class="lineno">   66</span>&#160;</div>
<div class="line"><a name="l00070"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#a3afc7edee6fb3dd28849f2219c079b30">   70</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#a3afc7edee6fb3dd28849f2219c079b30">beta</a>;</div>
<div class="line"><a name="l00071"></a><span class="lineno">   71</span>&#160;</div>
<div class="line"><a name="l00075"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#a989e990467f45b35957f7db9bd40a5e0">   75</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#a989e990467f45b35957f7db9bd40a5e0">lambda</a>;</div>
<div class="line"><a name="l00076"></a><span class="lineno">   76</span>&#160;</div>
<div class="line"><a name="l00080"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#a6970c2f5c4289c9fa1fe95d83b69e579">   80</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#a6970c2f5c4289c9fa1fe95d83b69e579">gamma</a>;</div>
<div class="line"><a name="l00081"></a><span class="lineno">   81</span>&#160;</div>
<div class="line"><a name="l00085"></a><span class="lineno">   85</span>&#160;            <span class="comment">//double evolution_noise_parameter;</span></div>
<div class="line"><a name="l00086"></a><span class="lineno">   86</span>&#160;</div>
<div class="line"><a name="l00090"></a><span class="lineno">   90</span>&#160;            <span class="comment">//double evolution_noise;</span></div>
<div class="line"><a name="l00091"></a><span class="lineno">   91</span>&#160;</div>
<div class="line"><a name="l00095"></a><span class="lineno">   95</span>&#160;            <span class="comment">//EvolutionNoise evolution_noise_type;</span></div>
<div class="line"><a name="l00096"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#a84f1c71ab2cd9fc6063790e9942637bd">   96</a></span>&#160;            <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html">EvolutionNoise</a> * <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#a84f1c71ab2cd9fc6063790e9942637bd">evolution_noise</a>;</div>
<div class="line"><a name="l00097"></a><span class="lineno">   97</span>&#160;</div>
<div class="line"><a name="l00101"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#ade187fc4a6cf6c6e9a1fcb5cf8898985">  101</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#ade187fc4a6cf6c6e9a1fcb5cf8898985">observation_noise</a>;</div>
<div class="line"><a name="l00102"></a><span class="lineno">  102</span>&#160;</div>
<div class="line"><a name="l00106"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#a898c9583fba45551ae39213dd2b212ba">  106</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#a898c9583fba45551ae39213dd2b212ba">prior_pi</a>;</div>
<div class="line"><a name="l00107"></a><span class="lineno">  107</span>&#160;</div>
<div class="line"><a name="l00111"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#afdb1ce39c4a72e31df41314e2e4c4090">  111</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#afdb1ce39c4a72e31df41314e2e4c4090">n</a>;</div>
<div class="line"><a name="l00112"></a><span class="lineno">  112</span>&#160;</div>
<div class="line"><a name="l00116"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#adf4a8620c9c81e339861b1c8a40f8809">  116</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#adf4a8620c9c81e339861b1c8a40f8809">nbSamples</a>;</div>
<div class="line"><a name="l00117"></a><span class="lineno">  117</span>&#160;</div>
<div class="line"><a name="l00121"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__param.html#a6672a2098cafbda39c6bd4946ca701ad">  121</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1parameter_1_1ukf__param.html#a6672a2098cafbda39c6bd4946ca701ad">no</a>;</div>
<div class="line"><a name="l00122"></a><span class="lineno">  122</span>&#160;</div>
<div class="line"><a name="l00123"></a><span class="lineno">  123</span>&#160;        } <a class="code" href="structukf_1_1parameter_1_1ukf__param.html">ukf_param</a>;</div>
<div class="line"><a name="l00124"></a><span class="lineno">  124</span>&#160;</div>
<div class="line"><a name="l00129"></a><span class="lineno">  129</span>&#160;        <span class="comment">//typedef double (*ukf_function_scalar) (gsl_vector * param, gsl_vector * input);</span></div>
<div class="line"><a name="l00130"></a><span class="lineno">  130</span>&#160;</div>
<div class="line"><a name="l00136"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html">  136</a></span>&#160;        <span class="keyword">typedef</span> <span class="keyword">struct</span></div>
<div class="line"><a name="l00137"></a><span class="lineno">  137</span>&#160;        {</div>
<div class="line"><a name="l00141"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a38805bd633ec390fdb6486bc7389ca57">  141</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a38805bd633ec390fdb6486bc7389ca57">Kk</a>;</div>
<div class="line"><a name="l00142"></a><span class="lineno">  142</span>&#160;</div>
<div class="line"><a name="l00146"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#af6086947a5a8f78a95aa3516e18c7294">  146</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#af6086947a5a8f78a95aa3516e18c7294">Kk_mat</a>;</div>
<div class="line"><a name="l00147"></a><span class="lineno">  147</span>&#160;</div>
<div class="line"><a name="l00151"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a3a69fb0e46993d5c5cbde4dee44e2c8f">  151</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a3a69fb0e46993d5c5cbde4dee44e2c8f">Kk_mat_T</a>;</div>
<div class="line"><a name="l00152"></a><span class="lineno">  152</span>&#160;</div>
<div class="line"><a name="l00156"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#accb6e58e82a745f2292a5cb7ffef663d">  156</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#accb6e58e82a745f2292a5cb7ffef663d">Pwdk</a>;</div>
<div class="line"><a name="l00157"></a><span class="lineno">  157</span>&#160;</div>
<div class="line"><a name="l00161"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">  161</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">Prrk</a>;</div>
<div class="line"><a name="l00162"></a><span class="lineno">  162</span>&#160;</div>
<div class="line"><a name="l00166"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a5b8734c808816fa4535dbb596add9fa5">  166</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a5b8734c808816fa4535dbb596add9fa5">Peek</a>;</div>
<div class="line"><a name="l00167"></a><span class="lineno">  167</span>&#160;</div>
<div class="line"><a name="l00171"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a7d0a7fe12af4c2f62856e39a04b837f3">  171</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a7d0a7fe12af4c2f62856e39a04b837f3">Pddk</a>;</div>
<div class="line"><a name="l00172"></a><span class="lineno">  172</span>&#160;</div>
<div class="line"><a name="l00176"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a8c307cba37cbabda94b66ab911e14122">  176</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a8c307cba37cbabda94b66ab911e14122">w</a>;</div>
<div class="line"><a name="l00177"></a><span class="lineno">  177</span>&#160;</div>
<div class="line"><a name="l00181"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a1700b94e574aa8422d87f9ba6ecb9ac5">  181</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a1700b94e574aa8422d87f9ba6ecb9ac5">wk</a>;</div>
<div class="line"><a name="l00182"></a><span class="lineno">  182</span>&#160;</div>
<div class="line"><a name="l00186"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a76c3898aa1b1d0957f3d483e7bb738f4">  186</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a76c3898aa1b1d0957f3d483e7bb738f4">Pk</a>;</div>
<div class="line"><a name="l00187"></a><span class="lineno">  187</span>&#160;</div>
<div class="line"><a name="l00191"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a07ddb2ac7ff30dbce761ffc75abf7c16">  191</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a07ddb2ac7ff30dbce761ffc75abf7c16">Sk</a>;</div>
<div class="line"><a name="l00192"></a><span class="lineno">  192</span>&#160;</div>
<div class="line"><a name="l00196"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a75661c414eec01eaea6912dd3518da94">  196</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a75661c414eec01eaea6912dd3518da94">cSk</a>;</div>
<div class="line"><a name="l00197"></a><span class="lineno">  197</span>&#160;</div>
<div class="line"><a name="l00203"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a031c486f1321fbbe7c7fd5b5f47f37e8">  203</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a031c486f1321fbbe7c7fd5b5f47f37e8">wm</a>;</div>
<div class="line"><a name="l00204"></a><span class="lineno">  204</span>&#160;</div>
<div class="line"><a name="l00210"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a62efc5e8af8f11b1e149f59494b55725">  210</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a62efc5e8af8f11b1e149f59494b55725">wc</a>;</div>
<div class="line"><a name="l00211"></a><span class="lineno">  211</span>&#160;</div>
<div class="line"><a name="l00215"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a620c64bdfb59efd6f265c3c4f2422b6b">  215</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a620c64bdfb59efd6f265c3c4f2422b6b">dk</a>;</div>
<div class="line"><a name="l00216"></a><span class="lineno">  216</span>&#160;</div>
<div class="line"><a name="l00220"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a45f5f1fa6e87cebe200fcf8eec39f314">  220</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a45f5f1fa6e87cebe200fcf8eec39f314">ino_dk</a>;</div>
<div class="line"><a name="l00221"></a><span class="lineno">  221</span>&#160;</div>
<div class="line"><a name="l00225"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#ad5f0278cb96be7b6e35fc7dc797017d9">  225</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#ad5f0278cb96be7b6e35fc7dc797017d9">d_mean</a>;</div>
<div class="line"><a name="l00226"></a><span class="lineno">  226</span>&#160;</div>
<div class="line"><a name="l00230"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a1cadccc5a4ad055f778de024eb0ba206">  230</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a1cadccc5a4ad055f778de024eb0ba206">sigmaPoints</a>;</div>
<div class="line"><a name="l00231"></a><span class="lineno">  231</span>&#160;</div>
<div class="line"><a name="l00235"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a1d47ad23b7280b0a73170d19628ecdde">  235</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a1d47ad23b7280b0a73170d19628ecdde">temp_n</a>;</div>
<div class="line"><a name="l00236"></a><span class="lineno">  236</span>&#160;</div>
<div class="line"><a name="l00240"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a3cdfb50a225e11f42fa4efaa99e80e6b">  240</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a3cdfb50a225e11f42fa4efaa99e80e6b">temp_n_n</a>;</div>
<div class="line"><a name="l00241"></a><span class="lineno">  241</span>&#160;</div>
<div class="line"><a name="l00242"></a><span class="lineno">  242</span>&#160;        } <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html">ukf_scalar_state</a>;</div>
<div class="line"><a name="l00243"></a><span class="lineno">  243</span>&#160;</div>
<div class="line"><a name="l00249"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html">  249</a></span>&#160;        <span class="keyword">typedef</span> <span class="keyword">struct</span></div>
<div class="line"><a name="l00250"></a><span class="lineno">  250</span>&#160;        {</div>
<div class="line"><a name="l00254"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a98ac53f44b5741a055a1fb489e141340">  254</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a98ac53f44b5741a055a1fb489e141340">Kk</a>;</div>
<div class="line"><a name="l00255"></a><span class="lineno">  255</span>&#160;</div>
<div class="line"><a name="l00259"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a37add3babc9f20fe09b62e93a854ff46">  259</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a37add3babc9f20fe09b62e93a854ff46">Kk_T</a>;</div>
<div class="line"><a name="l00260"></a><span class="lineno">  260</span>&#160;</div>
<div class="line"><a name="l00264"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a7dd701d6a9f5e5a7bcf15822ddbe633d">  264</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a7dd701d6a9f5e5a7bcf15822ddbe633d">Pwdk</a>;</div>
<div class="line"><a name="l00265"></a><span class="lineno">  265</span>&#160;</div>
<div class="line"><a name="l00269"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a90bcfea6b544baf8f4b61b03cbb47e06">  269</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a90bcfea6b544baf8f4b61b03cbb47e06">Pddk</a>;</div>
<div class="line"><a name="l00270"></a><span class="lineno">  270</span>&#160;</div>
<div class="line"><a name="l00274"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#aaf733b81f5d34fa210d514c2fe0d321a">  274</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#aaf733b81f5d34fa210d514c2fe0d321a">Peek</a>;</div>
<div class="line"><a name="l00275"></a><span class="lineno">  275</span>&#160;</div>
<div class="line"><a name="l00279"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">  279</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">Prrk</a>;</div>
<div class="line"><a name="l00280"></a><span class="lineno">  280</span>&#160;</div>
<div class="line"><a name="l00284"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#aff3014ff4ffec72ecff69f533540e88a">  284</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#aff3014ff4ffec72ecff69f533540e88a">w</a>;</div>
<div class="line"><a name="l00285"></a><span class="lineno">  285</span>&#160;</div>
<div class="line"><a name="l00289"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#aec9c1db99ea8bb204d06a3e506f4d3b0">  289</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#aec9c1db99ea8bb204d06a3e506f4d3b0">wk</a>;</div>
<div class="line"><a name="l00290"></a><span class="lineno">  290</span>&#160;</div>
<div class="line"><a name="l00294"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a03fdbac49bc406308eb9ccfbbd104205">  294</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a03fdbac49bc406308eb9ccfbbd104205">Pk</a>;</div>
<div class="line"><a name="l00295"></a><span class="lineno">  295</span>&#160;</div>
<div class="line"><a name="l00299"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a9d6708942b03aec45c04b2dd83ca2db2">  299</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a9d6708942b03aec45c04b2dd83ca2db2">Sk</a>;</div>
<div class="line"><a name="l00300"></a><span class="lineno">  300</span>&#160;</div>
<div class="line"><a name="l00304"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a97cdef926065762a0e461fb815f6f855">  304</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a97cdef926065762a0e461fb815f6f855">cSk</a>;</div>
<div class="line"><a name="l00305"></a><span class="lineno">  305</span>&#160;</div>
<div class="line"><a name="l00311"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a9216214d4e9b7adb16104188dfea519e">  311</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a9216214d4e9b7adb16104188dfea519e">wm</a>;</div>
<div class="line"><a name="l00312"></a><span class="lineno">  312</span>&#160;</div>
<div class="line"><a name="l00318"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#aab996e4b1589b6f69eac3158eb0a6ed7">  318</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#aab996e4b1589b6f69eac3158eb0a6ed7">wc</a>;</div>
<div class="line"><a name="l00319"></a><span class="lineno">  319</span>&#160;</div>
<div class="line"><a name="l00323"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#afbea39cf7668445558d213452364d355">  323</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#afbea39cf7668445558d213452364d355">dk</a>;</div>
<div class="line"><a name="l00324"></a><span class="lineno">  324</span>&#160;</div>
<div class="line"><a name="l00328"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a15aa1109521e57641b35e29fba5cb2c7">  328</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a15aa1109521e57641b35e29fba5cb2c7">d_mean</a>;</div>
<div class="line"><a name="l00329"></a><span class="lineno">  329</span>&#160;</div>
<div class="line"><a name="l00333"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a6070bcca85799e03f1015e4e4416bf4e">  333</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a6070bcca85799e03f1015e4e4416bf4e">ino_dk</a>;</div>
<div class="line"><a name="l00334"></a><span class="lineno">  334</span>&#160;</div>
<div class="line"><a name="l00338"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a3f121cb6700b18806b1174d0245217ad">  338</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a3f121cb6700b18806b1174d0245217ad">sigmaPoints</a>;</div>
<div class="line"><a name="l00339"></a><span class="lineno">  339</span>&#160;</div>
<div class="line"><a name="l00343"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#ad608b7d6bb36e44feb556b9bfb3e8171">  343</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#ad608b7d6bb36e44feb556b9bfb3e8171">vec_temp_n</a>;</div>
<div class="line"><a name="l00344"></a><span class="lineno">  344</span>&#160;</div>
<div class="line"><a name="l00348"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#ac392ca5e3e847688c58bea5692f36bf8">  348</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#ac392ca5e3e847688c58bea5692f36bf8">vec_temp_output</a>;</div>
<div class="line"><a name="l00349"></a><span class="lineno">  349</span>&#160;</div>
<div class="line"><a name="l00353"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a6df918d0806e077630b0e1fcecc66b49">  353</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a6df918d0806e077630b0e1fcecc66b49">mat_temp_n_1</a>;</div>
<div class="line"><a name="l00354"></a><span class="lineno">  354</span>&#160;</div>
<div class="line"><a name="l00358"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a96808c42875c1b6c92f2214d6ce33e56">  358</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a96808c42875c1b6c92f2214d6ce33e56">mat_temp_n_output</a>;</div>
<div class="line"><a name="l00359"></a><span class="lineno">  359</span>&#160;</div>
<div class="line"><a name="l00363"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a67c22cfb376227075a089c8e93dc4e5e">  363</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a67c22cfb376227075a089c8e93dc4e5e">mat_temp_output_n</a>;</div>
<div class="line"><a name="l00364"></a><span class="lineno">  364</span>&#160;</div>
<div class="line"><a name="l00368"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a445af0a738d5d099a7613e0deaec0c61">  368</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a445af0a738d5d099a7613e0deaec0c61">mat_temp_1_output</a>;</div>
<div class="line"><a name="l00369"></a><span class="lineno">  369</span>&#160;</div>
<div class="line"><a name="l00373"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#aa4c34456f9e170a8ccd40bfd666bb9c8">  373</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#aa4c34456f9e170a8ccd40bfd666bb9c8">mat_temp_output_1</a>;</div>
<div class="line"><a name="l00374"></a><span class="lineno">  374</span>&#160;</div>
<div class="line"><a name="l00378"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a07386aed2dc626d883add4a2bda98de2">  378</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a07386aed2dc626d883add4a2bda98de2">mat_temp_output_output</a>;</div>
<div class="line"><a name="l00379"></a><span class="lineno">  379</span>&#160;</div>
<div class="line"><a name="l00383"></a><span class="lineno"><a class="line" href="structukf_1_1parameter_1_1ukf__state.html#a11d6ee5527f1cdab2869ae23374b8b9a">  383</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a11d6ee5527f1cdab2869ae23374b8b9a">mat_temp_n_n</a>;</div>
<div class="line"><a name="l00384"></a><span class="lineno">  384</span>&#160;        } <a class="code" href="structukf_1_1parameter_1_1ukf__state.html">ukf_state</a>;</div>
<div class="line"><a name="l00385"></a><span class="lineno">  385</span>&#160;</div>
<div class="line"><a name="l00389"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionNoise.html">  389</a></span>&#160;        <span class="keyword">class </span><a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html">EvolutionNoise</a></div>
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<div class="line"><a name="l00393"></a><span class="lineno">  393</span>&#160;        <span class="keyword">public</span>:</div>
<div class="line"><a name="l00394"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionNoise.html#a77613e17c16df09a30e11690c05d2463">  394</a></span>&#160;            <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html#a77613e17c16df09a30e11690c05d2463">EvolutionNoise</a>(<span class="keywordtype">double</span> initial_value) : <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html#ae59de01434a85feb7e798bca6d917573">_initial_value</a>(initial_value) {};</div>
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<div class="line"><a name="l00396"></a><span class="lineno">  396</span>&#160;            {</div>
<div class="line"><a name="l00397"></a><span class="lineno">  397</span>&#160;                gsl_matrix_set_identity(s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">Prrk</a>);</div>
<div class="line"><a name="l00398"></a><span class="lineno">  398</span>&#160;                gsl_matrix_scale(s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">Prrk</a>, <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html#ae59de01434a85feb7e798bca6d917573">_initial_value</a>);</div>
<div class="line"><a name="l00399"></a><span class="lineno">  399</span>&#160;            }</div>
<div class="line"><a name="l00400"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionNoise.html#a5bd07a11a7e36db29fed88f25895a5dc">  400</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html#a5bd07a11a7e36db29fed88f25895a5dc">init</a>(<a class="code" href="structukf_1_1parameter_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html">ukf_scalar_state</a> &amp;s)</div>
<div class="line"><a name="l00401"></a><span class="lineno">  401</span>&#160;            {</div>
<div class="line"><a name="l00402"></a><span class="lineno">  402</span>&#160;                gsl_matrix_set_identity(s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">Prrk</a>);</div>
<div class="line"><a name="l00403"></a><span class="lineno">  403</span>&#160;                gsl_matrix_scale(s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">Prrk</a>, <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html#ae59de01434a85feb7e798bca6d917573">_initial_value</a>);</div>
<div class="line"><a name="l00404"></a><span class="lineno">  404</span>&#160;            }</div>
<div class="line"><a name="l00405"></a><span class="lineno">  405</span>&#160;</div>
<div class="line"><a name="l00406"></a><span class="lineno">  406</span>&#160;            <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html#a0e8cfcc123ead6c1621b47763065740e">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1parameter_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1parameter_1_1ukf__state.html">ukf_state</a> &amp;s) = 0;</div>
<div class="line"><a name="l00407"></a><span class="lineno">  407</span>&#160;            <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html#a0e8cfcc123ead6c1621b47763065740e">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1parameter_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html">ukf_scalar_state</a> &amp;s) = 0;</div>
<div class="line"><a name="l00408"></a><span class="lineno">  408</span>&#160;        };</div>
<div class="line"><a name="l00409"></a><span class="lineno">  409</span>&#160;</div>
<div class="line"><a name="l00413"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionAnneal.html">  413</a></span>&#160;        <span class="keyword">class </span><a class="code" href="classukf_1_1parameter_1_1EvolutionAnneal.html">EvolutionAnneal</a> : <span class="keyword">public</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html">EvolutionNoise</a></div>
<div class="line"><a name="l00414"></a><span class="lineno">  414</span>&#160;        {</div>
<div class="line"><a name="l00415"></a><span class="lineno">  415</span>&#160;            <span class="keywordtype">double</span> _decay, _lower_bound;</div>
<div class="line"><a name="l00416"></a><span class="lineno">  416</span>&#160;        <span class="keyword">public</span>:</div>
<div class="line"><a name="l00417"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionAnneal.html#a865629fcf5eb7bd4e07dbdd3cc219c70">  417</a></span>&#160;            <a class="code" href="classukf_1_1parameter_1_1EvolutionAnneal.html#a865629fcf5eb7bd4e07dbdd3cc219c70">EvolutionAnneal</a>(<span class="keywordtype">double</span> initial_value, <span class="keywordtype">double</span> decay, <span class="keywordtype">double</span> lower_bound) : <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html">EvolutionNoise</a>(initial_value),</div>
<div class="line"><a name="l00418"></a><span class="lineno">  418</span>&#160;            _decay(decay),</div>
<div class="line"><a name="l00419"></a><span class="lineno">  419</span>&#160;            _lower_bound(lower_bound)</div>
<div class="line"><a name="l00420"></a><span class="lineno">  420</span>&#160;            { };</div>
<div class="line"><a name="l00421"></a><span class="lineno">  421</span>&#160;</div>
<div class="line"><a name="l00422"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionAnneal.html#af855cb2554215817134e7395eafdda0b">  422</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionAnneal.html#af855cb2554215817134e7395eafdda0b">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1parameter_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1parameter_1_1ukf__state.html">ukf_state</a> &amp;s)</div>
<div class="line"><a name="l00423"></a><span class="lineno">  423</span>&#160;            {</div>
<div class="line"><a name="l00424"></a><span class="lineno">  424</span>&#160;                <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i = 0 ; i &lt; p.<a class="code" href="structukf_1_1parameter_1_1ukf__param.html#afdb1ce39c4a72e31df41314e2e4c4090">n</a> ; ++i)</div>
<div class="line"><a name="l00425"></a><span class="lineno">  425</span>&#160;                {</div>
<div class="line"><a name="l00426"></a><span class="lineno">  426</span>&#160;                    <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j = 0 ; j &lt; p.<a class="code" href="structukf_1_1parameter_1_1ukf__param.html#afdb1ce39c4a72e31df41314e2e4c4090">n</a> ; ++j)</div>
<div class="line"><a name="l00427"></a><span class="lineno">  427</span>&#160;                    {</div>
<div class="line"><a name="l00428"></a><span class="lineno">  428</span>&#160;                        <span class="keywordflow">if</span>(i == j)</div>
<div class="line"><a name="l00429"></a><span class="lineno">  429</span>&#160;                            gsl_matrix_set(s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">Prrk</a>, i, i, <a class="code" href="namespaceukf_1_1math.html#af4ef51ae6ef8c8d19eba957802834d4d">ukf::math::max</a>(_decay * gsl_matrix_get(s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">Prrk</a>,i,i),_lower_bound));</div>
<div class="line"><a name="l00430"></a><span class="lineno">  430</span>&#160;                        <span class="keywordflow">else</span></div>
<div class="line"><a name="l00431"></a><span class="lineno">  431</span>&#160;                            gsl_matrix_set(s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">Prrk</a>, i, j, 0.0);</div>
<div class="line"><a name="l00432"></a><span class="lineno">  432</span>&#160;                    }</div>
<div class="line"><a name="l00433"></a><span class="lineno">  433</span>&#160;                }</div>
<div class="line"><a name="l00434"></a><span class="lineno">  434</span>&#160;            }</div>
<div class="line"><a name="l00435"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionAnneal.html#aa059c2215085208239b5f3c857bf5012">  435</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionAnneal.html#aa059c2215085208239b5f3c857bf5012">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1parameter_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html">ukf_scalar_state</a> &amp;s)</div>
<div class="line"><a name="l00436"></a><span class="lineno">  436</span>&#160;            {</div>
<div class="line"><a name="l00437"></a><span class="lineno">  437</span>&#160;                <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i = 0 ; i &lt; p.<a class="code" href="structukf_1_1parameter_1_1ukf__param.html#afdb1ce39c4a72e31df41314e2e4c4090">n</a> ; ++i)</div>
<div class="line"><a name="l00438"></a><span class="lineno">  438</span>&#160;                {</div>
<div class="line"><a name="l00439"></a><span class="lineno">  439</span>&#160;                    <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j = 0 ; j &lt; p.<a class="code" href="structukf_1_1parameter_1_1ukf__param.html#afdb1ce39c4a72e31df41314e2e4c4090">n</a> ; ++j)</div>
<div class="line"><a name="l00440"></a><span class="lineno">  440</span>&#160;                    {</div>
<div class="line"><a name="l00441"></a><span class="lineno">  441</span>&#160;                        <span class="keywordflow">if</span>(i == j)</div>
<div class="line"><a name="l00442"></a><span class="lineno">  442</span>&#160;                            gsl_matrix_set(s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">Prrk</a>, i, i, <a class="code" href="namespaceukf_1_1math.html#af4ef51ae6ef8c8d19eba957802834d4d">ukf::math::max</a>(_decay * gsl_matrix_get(s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">Prrk</a>,i,i),_lower_bound));</div>
<div class="line"><a name="l00443"></a><span class="lineno">  443</span>&#160;                        <span class="keywordflow">else</span></div>
<div class="line"><a name="l00444"></a><span class="lineno">  444</span>&#160;                            gsl_matrix_set(s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">Prrk</a>, i, j, 0.0);</div>
<div class="line"><a name="l00445"></a><span class="lineno">  445</span>&#160;                    }</div>
<div class="line"><a name="l00446"></a><span class="lineno">  446</span>&#160;                }</div>
<div class="line"><a name="l00447"></a><span class="lineno">  447</span>&#160;            }</div>
<div class="line"><a name="l00448"></a><span class="lineno">  448</span>&#160;        };</div>
<div class="line"><a name="l00449"></a><span class="lineno">  449</span>&#160;</div>
<div class="line"><a name="l00453"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionRLS.html">  453</a></span>&#160;        <span class="keyword">class </span><a class="code" href="classukf_1_1parameter_1_1EvolutionRLS.html">EvolutionRLS</a> : <span class="keyword">public</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html">EvolutionNoise</a></div>
<div class="line"><a name="l00454"></a><span class="lineno">  454</span>&#160;        {</div>
<div class="line"><a name="l00455"></a><span class="lineno">  455</span>&#160;            <span class="keywordtype">double</span> _decay;</div>
<div class="line"><a name="l00456"></a><span class="lineno">  456</span>&#160;        <span class="keyword">public</span>:</div>
<div class="line"><a name="l00457"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionRLS.html#ac2b45030c9136f63a7a614c43b2705d4">  457</a></span>&#160;            <a class="code" href="classukf_1_1parameter_1_1EvolutionRLS.html#ac2b45030c9136f63a7a614c43b2705d4">EvolutionRLS</a>(<span class="keywordtype">double</span> initial_value, <span class="keywordtype">double</span> decay) : <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html">EvolutionNoise</a>(initial_value), _decay(decay)</div>
<div class="line"><a name="l00458"></a><span class="lineno">  458</span>&#160;            {</div>
<div class="line"><a name="l00459"></a><span class="lineno">  459</span>&#160;                <span class="keywordflow">if</span>(<a class="code" href="namespaceukf_1_1math.html#a341c355f5fddc026efa8589de2f59a50">ukf::math::cmp_equal</a>(_decay, 0.0))</div>
<div class="line"><a name="l00460"></a><span class="lineno">  460</span>&#160;                    printf(<span class="stringliteral">&quot;Forgetting factor should not be null !!\n&quot;</span>);</div>
<div class="line"><a name="l00461"></a><span class="lineno">  461</span>&#160;            };</div>
<div class="line"><a name="l00462"></a><span class="lineno">  462</span>&#160;</div>
<div class="line"><a name="l00463"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionRLS.html#a35d647dc8e788825888e392a21c58cea">  463</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionRLS.html#a35d647dc8e788825888e392a21c58cea">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1parameter_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1parameter_1_1ukf__state.html">ukf_state</a> &amp;s)</div>
<div class="line"><a name="l00464"></a><span class="lineno">  464</span>&#160;            {</div>
<div class="line"><a name="l00465"></a><span class="lineno">  465</span>&#160;                gsl_matrix_memcpy(s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">Prrk</a>, s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a03fdbac49bc406308eb9ccfbbd104205">Pk</a>);</div>
<div class="line"><a name="l00466"></a><span class="lineno">  466</span>&#160;                gsl_matrix_scale(s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">Prrk</a>, 1.0 / _decay - 1.0);</div>
<div class="line"><a name="l00467"></a><span class="lineno">  467</span>&#160;            }</div>
<div class="line"><a name="l00468"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionRLS.html#a2a98ada5440cdd1f68c9140e3ecef219">  468</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionRLS.html#a2a98ada5440cdd1f68c9140e3ecef219">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1parameter_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html">ukf_scalar_state</a> &amp;s)</div>
<div class="line"><a name="l00469"></a><span class="lineno">  469</span>&#160;            {</div>
<div class="line"><a name="l00470"></a><span class="lineno">  470</span>&#160;                gsl_matrix_memcpy(s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">Prrk</a>, s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a76c3898aa1b1d0957f3d483e7bb738f4">Pk</a>);</div>
<div class="line"><a name="l00471"></a><span class="lineno">  471</span>&#160;                gsl_matrix_scale(s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">Prrk</a>, 1.0 / _decay - 1.0);</div>
<div class="line"><a name="l00472"></a><span class="lineno">  472</span>&#160;            }</div>
<div class="line"><a name="l00473"></a><span class="lineno">  473</span>&#160;        };</div>
<div class="line"><a name="l00474"></a><span class="lineno">  474</span>&#160;</div>
<div class="line"><a name="l00478"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html">  478</a></span>&#160;        <span class="keyword">class </span><a class="code" href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html">EvolutionRobbinsMonro</a> : <span class="keyword">public</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html">EvolutionNoise</a></div>
<div class="line"><a name="l00479"></a><span class="lineno">  479</span>&#160;        {</div>
<div class="line"><a name="l00480"></a><span class="lineno">  480</span>&#160;            <span class="keywordtype">double</span> _alpha;</div>
<div class="line"><a name="l00481"></a><span class="lineno">  481</span>&#160;        <span class="keyword">public</span>:</div>
<div class="line"><a name="l00482"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html#a9c71b98d535b57525d3e3ce5afa201cc">  482</a></span>&#160;            <a class="code" href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html#a9c71b98d535b57525d3e3ce5afa201cc">EvolutionRobbinsMonro</a>(<span class="keywordtype">double</span> initial_value, <span class="keywordtype">double</span> alpha) : <a class="code" href="classukf_1_1parameter_1_1EvolutionNoise.html">EvolutionNoise</a>(initial_value),</div>
<div class="line"><a name="l00483"></a><span class="lineno">  483</span>&#160;            _alpha(alpha)</div>
<div class="line"><a name="l00484"></a><span class="lineno">  484</span>&#160;            { };</div>
<div class="line"><a name="l00485"></a><span class="lineno">  485</span>&#160;</div>
<div class="line"><a name="l00486"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html#a679b8d8ede324e08cfe44619ae8b546d">  486</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html#a679b8d8ede324e08cfe44619ae8b546d">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1parameter_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1parameter_1_1ukf__state.html">ukf_state</a> &amp;s)</div>
<div class="line"><a name="l00487"></a><span class="lineno">  487</span>&#160;            {</div>
<div class="line"><a name="l00488"></a><span class="lineno">  488</span>&#160;                <span class="comment">// Compute Kk * ino_yk</span></div>
<div class="line"><a name="l00489"></a><span class="lineno">  489</span>&#160;              gsl_matrix_view mat_view = gsl_matrix_view_array(s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a6070bcca85799e03f1015e4e4416bf4e">ino_dk</a>-&gt;data, p.<a class="code" href="structukf_1_1parameter_1_1ukf__param.html#a6672a2098cafbda39c6bd4946ca701ad">no</a>, 1);</div>
<div class="line"><a name="l00490"></a><span class="lineno">  490</span>&#160;              gsl_blas_dgemm(CblasNoTrans, CblasNoTrans, 1.0, s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a98ac53f44b5741a055a1fb489e141340">Kk</a>, &amp;mat_view.matrix, 0.0, s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a6df918d0806e077630b0e1fcecc66b49">mat_temp_n_1</a>);</div>
<div class="line"><a name="l00491"></a><span class="lineno">  491</span>&#160;              <span class="comment">// Compute : Prrk = (1 - alpha) Prrk + alpha . (Kk * ino_dk) * (Kk * ino_dk)^T</span></div>
<div class="line"><a name="l00492"></a><span class="lineno">  492</span>&#160;              gsl_blas_dgemm(CblasNoTrans, CblasTrans, _alpha, s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a6df918d0806e077630b0e1fcecc66b49">mat_temp_n_1</a>, s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a6df918d0806e077630b0e1fcecc66b49">mat_temp_n_1</a>, (1.0 - _alpha),s.<a class="code" href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">Prrk</a>);</div>
<div class="line"><a name="l00493"></a><span class="lineno">  493</span>&#160;            }</div>
<div class="line"><a name="l00494"></a><span class="lineno"><a class="line" href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html#acc4523dfedf1faf75b49512b9574e8f7">  494</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html#acc4523dfedf1faf75b49512b9574e8f7">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1parameter_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html">ukf_scalar_state</a> &amp;s)</div>
<div class="line"><a name="l00495"></a><span class="lineno">  495</span>&#160;            {</div>
<div class="line"><a name="l00496"></a><span class="lineno">  496</span>&#160;                <span class="comment">// Compute  Prrk = (1 - alpha) Prrk + alpha . ino_dk^2 Kk Kk^T</span></div>
<div class="line"><a name="l00497"></a><span class="lineno">  497</span>&#160;              gsl_matrix_view mat_view = gsl_matrix_view_array(s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a38805bd633ec390fdb6486bc7389ca57">Kk</a>-&gt;data,p.<a class="code" href="structukf_1_1parameter_1_1ukf__param.html#afdb1ce39c4a72e31df41314e2e4c4090">n</a>,1);</div>
<div class="line"><a name="l00498"></a><span class="lineno">  498</span>&#160;                gsl_blas_dgemm(CblasNoTrans, CblasTrans, gsl_pow_2(s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#a45f5f1fa6e87cebe200fcf8eec39f314">ino_dk</a>) * _alpha, &amp;mat_view.matrix, &amp;mat_view.matrix, 1.0 - _alpha, s.<a class="code" href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">Prrk</a>);</div>
<div class="line"><a name="l00499"></a><span class="lineno">  499</span>&#160;            }</div>
<div class="line"><a name="l00500"></a><span class="lineno">  500</span>&#160;        };</div>
<div class="line"><a name="l00501"></a><span class="lineno">  501</span>&#160;</div>
<div class="line"><a name="l00502"></a><span class="lineno">  502</span>&#160;</div>
<div class="line"><a name="l00503"></a><span class="lineno">  503</span>&#160;    } <span class="comment">// parameter</span></div>
<div class="line"><a name="l00504"></a><span class="lineno">  504</span>&#160;</div>
<div class="line"><a name="l00505"></a><span class="lineno">  505</span>&#160;    <span class="keyword">namespace </span>state</div>
<div class="line"><a name="l00506"></a><span class="lineno">  506</span>&#160;    {</div>
<div class="line"><a name="l00507"></a><span class="lineno">  507</span>&#160;</div>
<div class="line"><a name="l00508"></a><span class="lineno">  508</span>&#160;        <span class="keyword">class </span>EvolutionNoise;</div>
<div class="line"><a name="l00513"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html">  513</a></span>&#160;        <span class="keyword">typedef</span> <span class="keyword">struct</span></div>
<div class="line"><a name="l00514"></a><span class="lineno">  514</span>&#160;        {</div>
<div class="line"><a name="l00518"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#aeed46f1ac029db63dcae65aad797cf47">  518</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#aeed46f1ac029db63dcae65aad797cf47">kpa</a>;</div>
<div class="line"><a name="l00519"></a><span class="lineno">  519</span>&#160;</div>
<div class="line"><a name="l00523"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">  523</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">alpha</a>;</div>
<div class="line"><a name="l00524"></a><span class="lineno">  524</span>&#160;</div>
<div class="line"><a name="l00528"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#a2bf0400a29dd9d072770c1cf6d393786">  528</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#a2bf0400a29dd9d072770c1cf6d393786">beta</a>;</div>
<div class="line"><a name="l00529"></a><span class="lineno">  529</span>&#160;</div>
<div class="line"><a name="l00533"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">  533</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">lambda</a>;</div>
<div class="line"><a name="l00534"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">  534</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">lambda_aug</a>;</div>
<div class="line"><a name="l00535"></a><span class="lineno">  535</span>&#160;</div>
<div class="line"><a name="l00539"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#a26eb56f9fa86db3d340b7235776d956a">  539</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#a26eb56f9fa86db3d340b7235776d956a">gamma</a>;</div>
<div class="line"><a name="l00540"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#a562b9a9319dc9322f23b63077335d146">  540</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#a562b9a9319dc9322f23b63077335d146">gamma_aug</a>;</div>
<div class="line"><a name="l00541"></a><span class="lineno">  541</span>&#160;</div>
<div class="line"><a name="l00545"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">  545</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>;</div>
<div class="line"><a name="l00546"></a><span class="lineno">  546</span>&#160;</div>
<div class="line"><a name="l00550"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">  550</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">nbSamples</a>;</div>
<div class="line"><a name="l00551"></a><span class="lineno">  551</span>&#160;</div>
<div class="line"><a name="l00555"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">  555</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">nbSamplesMeasure</a>;</div>
<div class="line"><a name="l00556"></a><span class="lineno">  556</span>&#160;</div>
<div class="line"><a name="l00560"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">  560</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">no</a>;</div>
<div class="line"><a name="l00561"></a><span class="lineno">  561</span>&#160;</div>
<div class="line"><a name="l00565"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#ac2d3cf075f5fd918dba337e02c76657b">  565</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#ac2d3cf075f5fd918dba337e02c76657b">prior_x</a>;</div>
<div class="line"><a name="l00566"></a><span class="lineno">  566</span>&#160;</div>
<div class="line"><a name="l00570"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#afd25bf8ad83a31f577554475d61941c4">  570</a></span>&#160;            <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html">EvolutionNoise</a> * <a class="code" href="structukf_1_1state_1_1ukf__param.html#afd25bf8ad83a31f577554475d61941c4">evolution_noise</a>;</div>
<div class="line"><a name="l00571"></a><span class="lineno">  571</span>&#160;</div>
<div class="line"><a name="l00575"></a><span class="lineno">  575</span>&#160;            <span class="comment">//double process_noise;</span></div>
<div class="line"><a name="l00576"></a><span class="lineno">  576</span>&#160;</div>
<div class="line"><a name="l00580"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__param.html#adbe7e1e6b7ec202d8a142b90b8527c83">  580</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1state_1_1ukf__param.html#adbe7e1e6b7ec202d8a142b90b8527c83">measurement_noise</a>;</div>
<div class="line"><a name="l00581"></a><span class="lineno">  581</span>&#160;</div>
<div class="line"><a name="l00582"></a><span class="lineno">  582</span>&#160;        } <a class="code" href="structukf_1_1state_1_1ukf__param.html">ukf_param</a>;</div>
<div class="line"><a name="l00583"></a><span class="lineno">  583</span>&#160;</div>
<div class="line"><a name="l00589"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html">  589</a></span>&#160;        <span class="keyword">typedef</span> <span class="keyword">struct</span></div>
<div class="line"><a name="l00590"></a><span class="lineno">  590</span>&#160;        {</div>
<div class="line"><a name="l00591"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#aaf0c2fb0b65c6619cbbf8dcc1fae80a0">  591</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#aaf0c2fb0b65c6619cbbf8dcc1fae80a0">params</a>; <span class="comment">// The parameters of the process equation or anything you need to give to the process function</span></div>
<div class="line"><a name="l00592"></a><span class="lineno">  592</span>&#160;</div>
<div class="line"><a name="l00593"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">  593</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">xi</a>; <span class="comment">// State vector</span></div>
<div class="line"><a name="l00594"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">  594</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">xi_prediction</a>; <span class="comment">// Prediction of the states for each sigma-point</span></div>
<div class="line"><a name="l00595"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">  595</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">xi_mean</a>; <span class="comment">// Mean state vector</span></div>
<div class="line"><a name="l00596"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">  596</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>; <span class="comment">// State covariance matrix</span></div>
<div class="line"><a name="l00597"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">  597</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">cholPxxi</a>; <span class="comment">// Cholesky decomposition of Pxxi</span></div>
<div class="line"><a name="l00598"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">  598</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>; <span class="comment">// Process noise covariance</span></div>
<div class="line"><a name="l00599"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">  599</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>; <span class="comment">// Cholesky decomposition of the process noise</span></div>
<div class="line"><a name="l00600"></a><span class="lineno">  600</span>&#160;</div>
<div class="line"><a name="l00601"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">  601</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">yi_prediction</a>; <span class="comment">// Prediction of the measurements for each sigma-point</span></div>
<div class="line"><a name="l00602"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">  602</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">yi_mean</a>; <span class="comment">// Mean measurement vector</span></div>
<div class="line"><a name="l00603"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a9b43db103c75b5b00fa8b356e32c2688">  603</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a9b43db103c75b5b00fa8b356e32c2688">ino_yi</a>; <span class="comment">// Innovations</span></div>
<div class="line"><a name="l00604"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">  604</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">Pyyi</a>; <span class="comment">// Measurement covariance matrix</span></div>
<div class="line"><a name="l00605"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#aefd4bee1f392b746dcf8169d4ecf50ee">  605</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#aefd4bee1f392b746dcf8169d4ecf50ee">Pnni</a>; <span class="comment">// Measurement noise covariance</span></div>
<div class="line"><a name="l00606"></a><span class="lineno">  606</span>&#160;</div>
<div class="line"><a name="l00607"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a8f0d71df6e090be3f023710dac3b4e8d">  607</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a8f0d71df6e090be3f023710dac3b4e8d">Pxyi</a>; <span class="comment">// State-Measurement covariance matrix</span></div>
<div class="line"><a name="l00608"></a><span class="lineno">  608</span>&#160;</div>
<div class="line"><a name="l00609"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">  609</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">sigmaPoint</a>; <span class="comment">// Vector holding one sigma point</span></div>
<div class="line"><a name="l00610"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">  610</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">sigmaPoints</a>;  <span class="comment">// Matrix holding all the sigma points</span></div>
<div class="line"><a name="l00611"></a><span class="lineno">  611</span>&#160;</div>
<div class="line"><a name="l00612"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#af74d6ef536c0df8031aa84ad2d0d8567">  612</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#af74d6ef536c0df8031aa84ad2d0d8567">sigmaPointMeasure</a>; <span class="comment">// one sigma point for the observation equation</span></div>
<div class="line"><a name="l00613"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">  613</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">sigmaPointsMeasure</a>; <span class="comment">// Sigma points for the observation equation</span></div>
<div class="line"><a name="l00614"></a><span class="lineno">  614</span>&#160;</div>
<div class="line"><a name="l00615"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a83fc551520b4be477fce25c912fb7dc3">  615</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a83fc551520b4be477fce25c912fb7dc3">wm_j</a>; <span class="comment">// Weights used to compute the mean of the sigma points images</span></div>
<div class="line"><a name="l00616"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a8d1cde960b51a097605e8a2afe52e90e">  616</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a8d1cde960b51a097605e8a2afe52e90e">wc_j</a>; <span class="comment">// Weights used to update the covariance matrices</span></div>
<div class="line"><a name="l00617"></a><span class="lineno">  617</span>&#160;</div>
<div class="line"><a name="l00618"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#af19e2655d30d47ceb74a06471ac672e9">  618</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#af19e2655d30d47ceb74a06471ac672e9">wm_aug_j</a>; <span class="comment">// Augmented set of Weights used to compute the mean of the sigma points images for the observations</span></div>
<div class="line"><a name="l00619"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a510dc8889c1b697f6df28ac5866ef41a">  619</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a510dc8889c1b697f6df28ac5866ef41a">wc_aug_j</a>; <span class="comment">// Augmented set of Weights used to update the covariance matrices of the observations</span></div>
<div class="line"><a name="l00620"></a><span class="lineno">  620</span>&#160;</div>
<div class="line"><a name="l00621"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">  621</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">Ki</a>; <span class="comment">// Kalman gain</span></div>
<div class="line"><a name="l00622"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a3a12a8c171e746ee0aca79e2181a6122">  622</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a3a12a8c171e746ee0aca79e2181a6122">Ki_T</a>; <span class="comment">// Its transpose</span></div>
<div class="line"><a name="l00623"></a><span class="lineno">  623</span>&#160;</div>
<div class="line"><a name="l00624"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a68b34cb9b61f4e21b5c2030f5fa55627">  624</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a68b34cb9b61f4e21b5c2030f5fa55627">temp_n</a>;</div>
<div class="line"><a name="l00625"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a8b3b527d2b5814a27dedc9493cb062ba">  625</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a8b3b527d2b5814a27dedc9493cb062ba">temp_n_n</a>;</div>
<div class="line"><a name="l00626"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">  626</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">temp_n_1</a>;</div>
<div class="line"><a name="l00627"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#aed1339ef46150835c9e9b5ae077ed526">  627</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#aed1339ef46150835c9e9b5ae077ed526">temp_1_n</a>;</div>
<div class="line"><a name="l00628"></a><span class="lineno">  628</span>&#160;</div>
<div class="line"><a name="l00629"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#ad3f9185f1fcf84aa016eaba045092f35">  629</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#ad3f9185f1fcf84aa016eaba045092f35">temp_n_no</a>;</div>
<div class="line"><a name="l00630"></a><span class="lineno">  630</span>&#160;</div>
<div class="line"><a name="l00631"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">  631</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">temp_no_no</a>;</div>
<div class="line"><a name="l00632"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a3d1b45fe05b06ac0c3061e04147fd202">  632</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a3d1b45fe05b06ac0c3061e04147fd202">temp_no_1</a>;</div>
<div class="line"><a name="l00633"></a><span class="lineno"><a class="line" href="structukf_1_1state_1_1ukf__state.html#a6d157ac660c42c7211bc9c5c22b26c5c">  633</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1state_1_1ukf__state.html#a6d157ac660c42c7211bc9c5c22b26c5c">temp_1_no</a>;</div>
<div class="line"><a name="l00634"></a><span class="lineno">  634</span>&#160;        } <a class="code" href="structukf_1_1state_1_1ukf__state.html">ukf_state</a>;</div>
<div class="line"><a name="l00635"></a><span class="lineno">  635</span>&#160;</div>
<div class="line"><a name="l00639"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionNoise.html">  639</a></span>&#160;        <span class="keyword">class </span><a class="code" href="classukf_1_1state_1_1EvolutionNoise.html">EvolutionNoise</a></div>
<div class="line"><a name="l00640"></a><span class="lineno">  640</span>&#160;        {</div>
<div class="line"><a name="l00641"></a><span class="lineno">  641</span>&#160;        <span class="keyword">protected</span>:</div>
<div class="line"><a name="l00642"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionNoise.html#a893b62ddd0f687097fbc7d1eeefae4c4">  642</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html#a893b62ddd0f687097fbc7d1eeefae4c4">_initial_value</a>;</div>
<div class="line"><a name="l00643"></a><span class="lineno">  643</span>&#160;        <span class="keyword">public</span>:</div>
<div class="line"><a name="l00644"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionNoise.html#a440044d38976af9922b0353d560627d2">  644</a></span>&#160;            <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html#a440044d38976af9922b0353d560627d2">EvolutionNoise</a>(<span class="keywordtype">double</span> initial_value) : <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html#a893b62ddd0f687097fbc7d1eeefae4c4">_initial_value</a>(initial_value) {};</div>
<div class="line"><a name="l00645"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionNoise.html#a00d19a5d8f6baab899eabcc54fd7289f">  645</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html#a00d19a5d8f6baab899eabcc54fd7289f">init</a>(<a class="code" href="structukf_1_1state_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1state_1_1ukf__state.html">ukf_state</a> &amp;s)</div>
<div class="line"><a name="l00646"></a><span class="lineno">  646</span>&#160;            {</div>
<div class="line"><a name="l00647"></a><span class="lineno">  647</span>&#160;                gsl_matrix_set_identity(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>);</div>
<div class="line"><a name="l00648"></a><span class="lineno">  648</span>&#160;                gsl_matrix_scale(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>, <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html#a893b62ddd0f687097fbc7d1eeefae4c4">_initial_value</a>);</div>
<div class="line"><a name="l00649"></a><span class="lineno">  649</span>&#160;                gsl_matrix_set_identity(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>);</div>
<div class="line"><a name="l00650"></a><span class="lineno">  650</span>&#160;                gsl_matrix_scale(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>, sqrt(<a class="code" href="classukf_1_1state_1_1EvolutionNoise.html#a893b62ddd0f687097fbc7d1eeefae4c4">_initial_value</a>));</div>
<div class="line"><a name="l00651"></a><span class="lineno">  651</span>&#160;            }</div>
<div class="line"><a name="l00652"></a><span class="lineno">  652</span>&#160;</div>
<div class="line"><a name="l00653"></a><span class="lineno">  653</span>&#160;            <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html#a076070c5b74c40185c2861a47a942b17">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1state_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1state_1_1ukf__state.html">ukf_state</a> &amp;s) = 0;</div>
<div class="line"><a name="l00654"></a><span class="lineno">  654</span>&#160;        };</div>
<div class="line"><a name="l00655"></a><span class="lineno">  655</span>&#160;</div>
<div class="line"><a name="l00659"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionAnneal.html">  659</a></span>&#160;        <span class="keyword">class </span><a class="code" href="classukf_1_1state_1_1EvolutionAnneal.html">EvolutionAnneal</a> : <span class="keyword">public</span> <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html">EvolutionNoise</a></div>
<div class="line"><a name="l00660"></a><span class="lineno">  660</span>&#160;        {</div>
<div class="line"><a name="l00661"></a><span class="lineno">  661</span>&#160;            <span class="keywordtype">double</span> _decay, _lower_bound;</div>
<div class="line"><a name="l00662"></a><span class="lineno">  662</span>&#160;        <span class="keyword">public</span>:</div>
<div class="line"><a name="l00663"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionAnneal.html#a5b1aeaf6692997a4edf7eb97cf40f2e6">  663</a></span>&#160;            <a class="code" href="classukf_1_1state_1_1EvolutionAnneal.html#a5b1aeaf6692997a4edf7eb97cf40f2e6">EvolutionAnneal</a>(<span class="keywordtype">double</span> initial_value, <span class="keywordtype">double</span> decay, <span class="keywordtype">double</span> lower_bound) : <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html">EvolutionNoise</a>(initial_value),</div>
<div class="line"><a name="l00664"></a><span class="lineno">  664</span>&#160;            _decay(decay),</div>
<div class="line"><a name="l00665"></a><span class="lineno">  665</span>&#160;            _lower_bound(lower_bound)</div>
<div class="line"><a name="l00666"></a><span class="lineno">  666</span>&#160;            { };</div>
<div class="line"><a name="l00667"></a><span class="lineno">  667</span>&#160;</div>
<div class="line"><a name="l00668"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionAnneal.html#acd82967e946e4864bc8cc26edc8f3263">  668</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1state_1_1EvolutionAnneal.html#acd82967e946e4864bc8cc26edc8f3263">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1state_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1state_1_1ukf__state.html">ukf_state</a> &amp;s)</div>
<div class="line"><a name="l00669"></a><span class="lineno">  669</span>&#160;            {</div>
<div class="line"><a name="l00670"></a><span class="lineno">  670</span>&#160;                <span class="keywordtype">double</span> value;</div>
<div class="line"><a name="l00671"></a><span class="lineno">  671</span>&#160;                <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i = 0 ; i &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++i)</div>
<div class="line"><a name="l00672"></a><span class="lineno">  672</span>&#160;                {</div>
<div class="line"><a name="l00673"></a><span class="lineno">  673</span>&#160;                    <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; ++j)</div>
<div class="line"><a name="l00674"></a><span class="lineno">  674</span>&#160;                    {</div>
<div class="line"><a name="l00675"></a><span class="lineno">  675</span>&#160;                        <span class="keywordflow">if</span>(i == j)</div>
<div class="line"><a name="l00676"></a><span class="lineno">  676</span>&#160;                        {</div>
<div class="line"><a name="l00677"></a><span class="lineno">  677</span>&#160;                            value = <a class="code" href="namespaceukf_1_1math.html#af4ef51ae6ef8c8d19eba957802834d4d">ukf::math::max</a>(_decay * gsl_matrix_get(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>,i,i),_lower_bound);</div>
<div class="line"><a name="l00678"></a><span class="lineno">  678</span>&#160;                            gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>, i, i, value);</div>
<div class="line"><a name="l00679"></a><span class="lineno">  679</span>&#160;                            gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>, i ,i, sqrt(value));</div>
<div class="line"><a name="l00680"></a><span class="lineno">  680</span>&#160;                        }</div>
<div class="line"><a name="l00681"></a><span class="lineno">  681</span>&#160;                        <span class="keywordflow">else</span></div>
<div class="line"><a name="l00682"></a><span class="lineno">  682</span>&#160;                        {</div>
<div class="line"><a name="l00683"></a><span class="lineno">  683</span>&#160;                            gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>, i, j, 0.0);</div>
<div class="line"><a name="l00684"></a><span class="lineno">  684</span>&#160;                            gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>, i, j, 0.0);</div>
<div class="line"><a name="l00685"></a><span class="lineno">  685</span>&#160;                        }</div>
<div class="line"><a name="l00686"></a><span class="lineno">  686</span>&#160;                    }</div>
<div class="line"><a name="l00687"></a><span class="lineno">  687</span>&#160;                }</div>
<div class="line"><a name="l00688"></a><span class="lineno">  688</span>&#160;            }</div>
<div class="line"><a name="l00689"></a><span class="lineno">  689</span>&#160;        };</div>
<div class="line"><a name="l00690"></a><span class="lineno">  690</span>&#160;</div>
<div class="line"><a name="l00694"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionRLS.html">  694</a></span>&#160;        <span class="keyword">class </span><a class="code" href="classukf_1_1state_1_1EvolutionRLS.html">EvolutionRLS</a> : <span class="keyword">public</span> <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html">EvolutionNoise</a></div>
<div class="line"><a name="l00695"></a><span class="lineno">  695</span>&#160;        {</div>
<div class="line"><a name="l00696"></a><span class="lineno">  696</span>&#160;            <span class="keywordtype">double</span> _decay;</div>
<div class="line"><a name="l00697"></a><span class="lineno">  697</span>&#160;        <span class="keyword">public</span>:</div>
<div class="line"><a name="l00698"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionRLS.html#a37725a9d3c03bcf04d38b1bdc665b65a">  698</a></span>&#160;            <a class="code" href="classukf_1_1state_1_1EvolutionRLS.html#a37725a9d3c03bcf04d38b1bdc665b65a">EvolutionRLS</a>(<span class="keywordtype">double</span> initial_value, <span class="keywordtype">double</span> decay) : <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html">EvolutionNoise</a>(initial_value), _decay(decay)</div>
<div class="line"><a name="l00699"></a><span class="lineno">  699</span>&#160;            {</div>
<div class="line"><a name="l00700"></a><span class="lineno">  700</span>&#160;                <span class="keywordflow">if</span>(<a class="code" href="namespaceukf_1_1math.html#a341c355f5fddc026efa8589de2f59a50">ukf::math::cmp_equal</a>(_decay, 0.0))</div>
<div class="line"><a name="l00701"></a><span class="lineno">  701</span>&#160;                    printf(<span class="stringliteral">&quot;Forgetting factor should not be null !!\n&quot;</span>);</div>
<div class="line"><a name="l00702"></a><span class="lineno">  702</span>&#160;            };</div>
<div class="line"><a name="l00703"></a><span class="lineno">  703</span>&#160;</div>
<div class="line"><a name="l00704"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionRLS.html#ad5801802ad3efc981afd5d9faa69e265">  704</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1state_1_1EvolutionRLS.html#ad5801802ad3efc981afd5d9faa69e265">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1state_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1state_1_1ukf__state.html">ukf_state</a> &amp;s)</div>
<div class="line"><a name="l00705"></a><span class="lineno">  705</span>&#160;            {</div>
<div class="line"><a name="l00706"></a><span class="lineno">  706</span>&#160;                gsl_matrix_memcpy(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">Pxxi</a>);</div>
<div class="line"><a name="l00707"></a><span class="lineno">  707</span>&#160;                gsl_matrix_scale(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>, 1.0 / _decay - 1.0);</div>
<div class="line"><a name="l00708"></a><span class="lineno">  708</span>&#160;                gsl_matrix_memcpy(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>);</div>
<div class="line"><a name="l00709"></a><span class="lineno">  709</span>&#160;                gsl_linalg_cholesky_decomp(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>);</div>
<div class="line"><a name="l00710"></a><span class="lineno">  710</span>&#160;                <span class="comment">// Set all the elements of cholPvvi strictly above the diagonal to zero</span></div>
<div class="line"><a name="l00711"></a><span class="lineno">  711</span>&#160;                <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j = 0 ; j &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; j++)</div>
<div class="line"><a name="l00712"></a><span class="lineno">  712</span>&#160;                    <span class="keywordflow">for</span>(<span class="keywordtype">int</span> k = j+1 ; k &lt; p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a> ; k++)</div>
<div class="line"><a name="l00713"></a><span class="lineno">  713</span>&#160;                         gsl_matrix_set(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">cholPvvi</a>,j,k,0.0);</div>
<div class="line"><a name="l00714"></a><span class="lineno">  714</span>&#160;            }</div>
<div class="line"><a name="l00715"></a><span class="lineno">  715</span>&#160;        };</div>
<div class="line"><a name="l00716"></a><span class="lineno">  716</span>&#160;</div>
<div class="line"><a name="l00720"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionRobbinsMonro.html">  720</a></span>&#160;        <span class="keyword">class </span><a class="code" href="classukf_1_1state_1_1EvolutionRobbinsMonro.html">EvolutionRobbinsMonro</a> : <span class="keyword">public</span> <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html">EvolutionNoise</a></div>
<div class="line"><a name="l00721"></a><span class="lineno">  721</span>&#160;        {</div>
<div class="line"><a name="l00722"></a><span class="lineno">  722</span>&#160;            <span class="keywordtype">double</span> _alpha;</div>
<div class="line"><a name="l00723"></a><span class="lineno">  723</span>&#160;        <span class="keyword">public</span>:</div>
<div class="line"><a name="l00724"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionRobbinsMonro.html#a4bac26e55220f166c44fd3b816d665e6">  724</a></span>&#160;            <a class="code" href="classukf_1_1state_1_1EvolutionRobbinsMonro.html#a4bac26e55220f166c44fd3b816d665e6">EvolutionRobbinsMonro</a>(<span class="keywordtype">double</span> initial_value, <span class="keywordtype">double</span> alpha) : <a class="code" href="classukf_1_1state_1_1EvolutionNoise.html">EvolutionNoise</a>(initial_value),</div>
<div class="line"><a name="l00725"></a><span class="lineno">  725</span>&#160;            _alpha(alpha)</div>
<div class="line"><a name="l00726"></a><span class="lineno">  726</span>&#160;            { };</div>
<div class="line"><a name="l00727"></a><span class="lineno">  727</span>&#160;</div>
<div class="line"><a name="l00728"></a><span class="lineno"><a class="line" href="classukf_1_1state_1_1EvolutionRobbinsMonro.html#afc3c089f7a93917dc309ebc6c958c69d">  728</a></span>&#160;            <span class="keywordtype">void</span> <a class="code" href="classukf_1_1state_1_1EvolutionRobbinsMonro.html#afc3c089f7a93917dc309ebc6c958c69d">updateEvolutionNoise</a>(<a class="code" href="structukf_1_1state_1_1ukf__param.html">ukf_param</a> &amp;p, <a class="code" href="structukf_1_1state_1_1ukf__state.html">ukf_state</a> &amp;s)</div>
<div class="line"><a name="l00729"></a><span class="lineno">  729</span>&#160;            {</div>
<div class="line"><a name="l00730"></a><span class="lineno">  730</span>&#160;                <span class="comment">// Compute Kk * ino_yk</span></div>
<div class="line"><a name="l00731"></a><span class="lineno">  731</span>&#160;                gsl_blas_dgemv(CblasNoTrans, 1.0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">Ki</a>, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a9b43db103c75b5b00fa8b356e32c2688">ino_yi</a>, 0.0, s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a68b34cb9b61f4e21b5c2030f5fa55627">temp_n</a>);</div>
<div class="line"><a name="l00732"></a><span class="lineno">  732</span>&#160;                <span class="comment">// Compute : Prrk = (1 - alpha) Prrk + alpha . (Kk * ino_dk) * (Kk * ino_dk)^T</span></div>
<div class="line"><a name="l00733"></a><span class="lineno">  733</span>&#160;                gsl_matrix_view mat_view = gsl_matrix_view_array(s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a68b34cb9b61f4e21b5c2030f5fa55627">temp_n</a>-&gt;data,p.<a class="code" href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">n</a>,1);</div>
<div class="line"><a name="l00734"></a><span class="lineno">  734</span>&#160;                gsl_blas_dgemm(CblasNoTrans, CblasTrans, _alpha, &amp;mat_view.matrix, &amp;mat_view.matrix, (1.0 - _alpha),s.<a class="code" href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">Pvvi</a>);</div>
<div class="line"><a name="l00735"></a><span class="lineno">  735</span>&#160;            }</div>
<div class="line"><a name="l00736"></a><span class="lineno">  736</span>&#160;        };</div>
<div class="line"><a name="l00737"></a><span class="lineno">  737</span>&#160;</div>
<div class="line"><a name="l00738"></a><span class="lineno">  738</span>&#160;</div>
<div class="line"><a name="l00739"></a><span class="lineno">  739</span>&#160;    } <span class="comment">// namespace for state estimation</span></div>
<div class="line"><a name="l00740"></a><span class="lineno">  740</span>&#160;</div>
<div class="line"><a name="l00741"></a><span class="lineno">  741</span>&#160;    <span class="keyword">namespace </span>srstate</div>
<div class="line"><a name="l00742"></a><span class="lineno">  742</span>&#160;    {</div>
<div class="line"><a name="l00743"></a><span class="lineno">  743</span>&#160;</div>
<div class="line"><a name="l00744"></a><span class="lineno">  744</span>&#160;</div>
<div class="line"><a name="l00749"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html">  749</a></span>&#160;        <span class="keyword">typedef</span> <span class="keyword">struct</span></div>
<div class="line"><a name="l00750"></a><span class="lineno">  750</span>&#160;        {</div>
<div class="line"><a name="l00754"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#a41231af7e574722fee0a575ce989e434">  754</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#a41231af7e574722fee0a575ce989e434">kpa</a>;</div>
<div class="line"><a name="l00755"></a><span class="lineno">  755</span>&#160;</div>
<div class="line"><a name="l00759"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#a55760e3aa010ff582f27067c6168972a">  759</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#a55760e3aa010ff582f27067c6168972a">alpha</a>;</div>
<div class="line"><a name="l00760"></a><span class="lineno">  760</span>&#160;</div>
<div class="line"><a name="l00764"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#ab77dd9bb480fee611664a4fab007030a">  764</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#ab77dd9bb480fee611664a4fab007030a">beta</a>;</div>
<div class="line"><a name="l00765"></a><span class="lineno">  765</span>&#160;</div>
<div class="line"><a name="l00769"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#aedb04b04c2a74208f787e26eb3f406f5">  769</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#aedb04b04c2a74208f787e26eb3f406f5">lambda</a>;</div>
<div class="line"><a name="l00770"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#a4802c63baa1362da178bd2456a47704b">  770</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#a4802c63baa1362da178bd2456a47704b">lambda_aug</a>;</div>
<div class="line"><a name="l00771"></a><span class="lineno">  771</span>&#160;</div>
<div class="line"><a name="l00775"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#a5dc27e0d7ae329c6456efdeb0c359a39">  775</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#a5dc27e0d7ae329c6456efdeb0c359a39">gamma</a>;</div>
<div class="line"><a name="l00776"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#aea53a3550db37bc15a3556df4c4edad8">  776</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#aea53a3550db37bc15a3556df4c4edad8">gamma_aug</a>;</div>
<div class="line"><a name="l00777"></a><span class="lineno">  777</span>&#160;</div>
<div class="line"><a name="l00781"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#a03d77555a63ab31291ab4174babecfc2">  781</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#a03d77555a63ab31291ab4174babecfc2">n</a>;</div>
<div class="line"><a name="l00782"></a><span class="lineno">  782</span>&#160;</div>
<div class="line"><a name="l00786"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#a2a382b59ee2aefa913f3bc24dc70bb44">  786</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#a2a382b59ee2aefa913f3bc24dc70bb44">nbSamples</a>;</div>
<div class="line"><a name="l00787"></a><span class="lineno">  787</span>&#160;</div>
<div class="line"><a name="l00791"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#a45062e1fd58806a27f0e4f75772e33d2">  791</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#a45062e1fd58806a27f0e4f75772e33d2">nbSamplesMeasure</a>;</div>
<div class="line"><a name="l00792"></a><span class="lineno">  792</span>&#160;</div>
<div class="line"><a name="l00796"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#ae2e4444fe304b2908ceaa1f264e45ba2">  796</a></span>&#160;            <span class="keywordtype">int</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#ae2e4444fe304b2908ceaa1f264e45ba2">no</a>;</div>
<div class="line"><a name="l00797"></a><span class="lineno">  797</span>&#160;</div>
<div class="line"><a name="l00801"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#adcc3839a78bea1cd4822dc10bea265c0">  801</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#adcc3839a78bea1cd4822dc10bea265c0">prior_x</a>;</div>
<div class="line"><a name="l00802"></a><span class="lineno">  802</span>&#160;</div>
<div class="line"><a name="l00806"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#a0b47c35c0ffd6f75c87ebbfc095bb1b8">  806</a></span>&#160;            <a class="code" href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46ac">ProcessNoise</a> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#a0b47c35c0ffd6f75c87ebbfc095bb1b8">process_noise_type</a>;</div>
<div class="line"><a name="l00807"></a><span class="lineno">  807</span>&#160;</div>
<div class="line"><a name="l00811"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#a91ac481e996d091fdb23db9eab23013e">  811</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#a91ac481e996d091fdb23db9eab23013e">process_noise</a>;</div>
<div class="line"><a name="l00812"></a><span class="lineno">  812</span>&#160;</div>
<div class="line"><a name="l00816"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__param.html#a93c3981c8518153ce89bc868fb071267">  816</a></span>&#160;            <span class="keywordtype">double</span> <a class="code" href="structukf_1_1srstate_1_1ukf__param.html#a93c3981c8518153ce89bc868fb071267">measurement_noise</a>;</div>
<div class="line"><a name="l00817"></a><span class="lineno">  817</span>&#160;</div>
<div class="line"><a name="l00818"></a><span class="lineno">  818</span>&#160;        } <a class="code" href="structukf_1_1srstate_1_1ukf__param.html">ukf_param</a>;</div>
<div class="line"><a name="l00819"></a><span class="lineno">  819</span>&#160;</div>
<div class="line"><a name="l00825"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html">  825</a></span>&#160;        <span class="keyword">typedef</span> <span class="keyword">struct</span></div>
<div class="line"><a name="l00826"></a><span class="lineno">  826</span>&#160;        {</div>
<div class="line"><a name="l00827"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a923a0facfe402f098a4da50e8f184f61">  827</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a923a0facfe402f098a4da50e8f184f61">params</a>; <span class="comment">// The parameters of the process equation or anything you need to give to the process function</span></div>
<div class="line"><a name="l00828"></a><span class="lineno">  828</span>&#160;</div>
<div class="line"><a name="l00829"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a9095ffca4f0bc5cbf7a42368cf7463d6">  829</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a9095ffca4f0bc5cbf7a42368cf7463d6">xi</a>; <span class="comment">// State vector</span></div>
<div class="line"><a name="l00830"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a0876b435bf2ca99901c779bde40d9004">  830</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a0876b435bf2ca99901c779bde40d9004">xi_prediction</a>; <span class="comment">// Prediction of the states for each sigma-point</span></div>
<div class="line"><a name="l00831"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a0ead044a78987bebf3a2df35efdcead3">  831</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a0ead044a78987bebf3a2df35efdcead3">xi_mean</a>; <span class="comment">// Mean state vector</span></div>
<div class="line"><a name="l00832"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#aa702fccfc9136bd1d178e03cabf5cee8">  832</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#aa702fccfc9136bd1d178e03cabf5cee8">Sxi</a>; <span class="comment">// Cholesky factor of variance covariance of the state</span></div>
<div class="line"><a name="l00833"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a51c541f3e8ba1379cb5f61876e17c375">  833</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a51c541f3e8ba1379cb5f61876e17c375">Svi</a>; <span class="comment">// Cholesky factor of the process noise</span></div>
<div class="line"><a name="l00834"></a><span class="lineno">  834</span>&#160;</div>
<div class="line"><a name="l00835"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#ac205dee75be43b32c76b0696d0182ab6">  835</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#ac205dee75be43b32c76b0696d0182ab6">yi_prediction</a>; <span class="comment">// Prediction of the measurements for each sigma-point</span></div>
<div class="line"><a name="l00836"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#af0b49a1284aa6ce02d8fe249df41d434">  836</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#af0b49a1284aa6ce02d8fe249df41d434">yi_mean</a>; <span class="comment">// Mean measurement vector</span></div>
<div class="line"><a name="l00837"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#add7a90f3736c8909a2e3abc3e4235ba7">  837</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#add7a90f3736c8909a2e3abc3e4235ba7">ino_yi</a>; <span class="comment">// Innovations</span></div>
<div class="line"><a name="l00838"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a70875ec1b32a4a73816c139ebe54d17e">  838</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a70875ec1b32a4a73816c139ebe54d17e">Syi</a>; <span class="comment">// Cholesky factor of the variance covariance of the output</span></div>
<div class="line"><a name="l00839"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#afee48e0e83f20d7d46a478a9b436a42b">  839</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#afee48e0e83f20d7d46a478a9b436a42b">Sni</a>; <span class="comment">// Cholesky factor of the measurement noise</span></div>
<div class="line"><a name="l00840"></a><span class="lineno">  840</span>&#160;</div>
<div class="line"><a name="l00841"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a0d210360e59328e219b5f37751baac35">  841</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a0d210360e59328e219b5f37751baac35">Pxyi</a>; <span class="comment">// State-Measurement covariance matrix</span></div>
<div class="line"><a name="l00842"></a><span class="lineno">  842</span>&#160;</div>
<div class="line"><a name="l00843"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a698d2cd6e4da73ca0b4831e09f9c4419">  843</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a698d2cd6e4da73ca0b4831e09f9c4419">sigmaPoint</a>; <span class="comment">// Vector holding one sigma point</span></div>
<div class="line"><a name="l00844"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a458721ed2b8869be17e7589024c6bac3">  844</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a458721ed2b8869be17e7589024c6bac3">sigmaPoints</a>;  <span class="comment">// Matrix holding all the sigma points</span></div>
<div class="line"><a name="l00845"></a><span class="lineno">  845</span>&#160;</div>
<div class="line"><a name="l00846"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#afea69f7b0d410986ff5f5ca92d70545e">  846</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#afea69f7b0d410986ff5f5ca92d70545e">sigmaPointMeasure</a>; <span class="comment">// one sigma point for the observation equation</span></div>
<div class="line"><a name="l00847"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a90056d939d833550de52374098d3e348">  847</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a90056d939d833550de52374098d3e348">sigmaPointsMeasure</a>; <span class="comment">// Sigma points for the observation equation</span></div>
<div class="line"><a name="l00848"></a><span class="lineno">  848</span>&#160;</div>
<div class="line"><a name="l00849"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a903d42d54de210cc63826a6578d64b3c">  849</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a903d42d54de210cc63826a6578d64b3c">U</a>;</div>
<div class="line"><a name="l00850"></a><span class="lineno">  850</span>&#160;</div>
<div class="line"><a name="l00851"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a0ab8c07796764941502c6a06f7d5b4dc">  851</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a0ab8c07796764941502c6a06f7d5b4dc">wm_j</a>; <span class="comment">// Weights used to compute the mean of the sigma points images</span></div>
<div class="line"><a name="l00852"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#ae224406380a3ab3aff38a97a874c08f3">  852</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#ae224406380a3ab3aff38a97a874c08f3">wc_j</a>; <span class="comment">// Weights used to update the covariance matrices</span></div>
<div class="line"><a name="l00853"></a><span class="lineno">  853</span>&#160;</div>
<div class="line"><a name="l00854"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#ae5bd148e7b9dd43dca85f62058d5013f">  854</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#ae5bd148e7b9dd43dca85f62058d5013f">wm_aug_j</a>; <span class="comment">// Augmented set of Weights used to compute the mean of the sigma points images for the observations</span></div>
<div class="line"><a name="l00855"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a5cc587b3f1b1e905242a484df549e4a1">  855</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a5cc587b3f1b1e905242a484df549e4a1">wc_aug_j</a>; <span class="comment">// Augmented set of Weights used to update the covariance matrices of the observations</span></div>
<div class="line"><a name="l00856"></a><span class="lineno">  856</span>&#160;</div>
<div class="line"><a name="l00857"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a43bbdfbb7c743522ebc18b2e299c7c1e">  857</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a43bbdfbb7c743522ebc18b2e299c7c1e">Ki</a>; <span class="comment">// Kalman gain</span></div>
<div class="line"><a name="l00858"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#ab11872ef0fce0c3b1c02eb19e6198fb1">  858</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#ab11872ef0fce0c3b1c02eb19e6198fb1">Ki_T</a>; <span class="comment">// Its transpose</span></div>
<div class="line"><a name="l00859"></a><span class="lineno">  859</span>&#160;</div>
<div class="line"><a name="l00860"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a2158f781908727006d11975d94c55ad0">  860</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a2158f781908727006d11975d94c55ad0">temp_n</a>;</div>
<div class="line"><a name="l00861"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a64e81fa0a22add1316bd66d03e70f105">  861</a></span>&#160;            gsl_vector * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a64e81fa0a22add1316bd66d03e70f105">temp_no</a>;</div>
<div class="line"><a name="l00862"></a><span class="lineno">  862</span>&#160;</div>
<div class="line"><a name="l00863"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a0cd68e2eff4ab4feed22bcdb8ffcb9b8">  863</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a0cd68e2eff4ab4feed22bcdb8ffcb9b8">temp_n_n</a>;</div>
<div class="line"><a name="l00864"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a74e1d652fbafe8fe531bd6c61ef33ed8">  864</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a74e1d652fbafe8fe531bd6c61ef33ed8">temp_n_1</a>;</div>
<div class="line"><a name="l00865"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a231b41faf198e81926477756e3f2c2e5">  865</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a231b41faf198e81926477756e3f2c2e5">temp_1_n</a>;</div>
<div class="line"><a name="l00866"></a><span class="lineno">  866</span>&#160;</div>
<div class="line"><a name="l00867"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a483422efe8d15e91ff527261fbfbbbb7">  867</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a483422efe8d15e91ff527261fbfbbbb7">temp_n_no</a>;</div>
<div class="line"><a name="l00868"></a><span class="lineno">  868</span>&#160;</div>
<div class="line"><a name="l00869"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a961545fff86f5f611e5a64f76166be0c">  869</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a961545fff86f5f611e5a64f76166be0c">temp_no_no</a>;</div>
<div class="line"><a name="l00870"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a051b7e63dd546f62f0c57df7fac63efb">  870</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a051b7e63dd546f62f0c57df7fac63efb">temp_no_1</a>;</div>
<div class="line"><a name="l00871"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a00ab5d6e7673817ab87c143df0e3b698">  871</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a00ab5d6e7673817ab87c143df0e3b698">temp_1_no</a>;</div>
<div class="line"><a name="l00872"></a><span class="lineno">  872</span>&#160;</div>
<div class="line"><a name="l00873"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#a478e32bd9fdb16834d784f6a30954510">  873</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#a478e32bd9fdb16834d784f6a30954510">temp_3n_n</a>;</div>
<div class="line"><a name="l00874"></a><span class="lineno"><a class="line" href="structukf_1_1srstate_1_1ukf__state.html#abaf7742e033e303907f9084a89f22301">  874</a></span>&#160;            gsl_matrix * <a class="code" href="structukf_1_1srstate_1_1ukf__state.html#abaf7742e033e303907f9084a89f22301">temp_2nno_no</a>;</div>
<div class="line"><a name="l00875"></a><span class="lineno">  875</span>&#160;        } <a class="code" href="structukf_1_1srstate_1_1ukf__state.html">ukf_state</a>;        </div>
<div class="line"><a name="l00876"></a><span class="lineno">  876</span>&#160;</div>
<div class="line"><a name="l00877"></a><span class="lineno">  877</span>&#160;</div>
<div class="line"><a name="l00878"></a><span class="lineno">  878</span>&#160;    } <span class="comment">// namespace for state estimation, square root implementation</span></div>
<div class="line"><a name="l00879"></a><span class="lineno">  879</span>&#160;</div>
<div class="line"><a name="l00880"></a><span class="lineno">  880</span>&#160;}</div>
<div class="line"><a name="l00881"></a><span class="lineno">  881</span>&#160;</div>
<div class="line"><a name="l00882"></a><span class="lineno">  882</span>&#160;</div>
<div class="line"><a name="l00883"></a><span class="lineno">  883</span>&#160;<span class="preprocessor">#endif // UKF_TYPES_H</span></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_af19e2655d30d47ceb74a06471ac672e9"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#af19e2655d30d47ceb74a06471ac672e9">ukf::state::ukf_state::wm_aug_j</a></div><div class="ttdeci">gsl_vector * wm_aug_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:618</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_aa702fccfc9136bd1d178e03cabf5cee8"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#aa702fccfc9136bd1d178e03cabf5cee8">ukf::srstate::ukf_state::Sxi</a></div><div class="ttdeci">gsl_matrix * Sxi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:832</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a3a12a8c171e746ee0aca79e2181a6122"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a3a12a8c171e746ee0aca79e2181a6122">ukf::state::ukf_state::Ki_T</a></div><div class="ttdeci">gsl_matrix * Ki_T</div><div class="ttdef"><b>Definition:</b> ukf_types.h:622</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a0876b435bf2ca99901c779bde40d9004"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a0876b435bf2ca99901c779bde40d9004">ukf::srstate::ukf_state::xi_prediction</a></div><div class="ttdeci">gsl_matrix * xi_prediction</div><div class="ttdef"><b>Definition:</b> ukf_types.h:830</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionNoise_html_a00d19a5d8f6baab899eabcc54fd7289f"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionNoise.html#a00d19a5d8f6baab899eabcc54fd7289f">ukf::state::EvolutionNoise::init</a></div><div class="ttdeci">void init(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:645</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_a84f1c71ab2cd9fc6063790e9942637bd"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#a84f1c71ab2cd9fc6063790e9942637bd">ukf::parameter::ukf_param::evolution_noise</a></div><div class="ttdeci">EvolutionNoise * evolution_noise</div><div class="ttdoc">Parameter used for the evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:96</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_af0b49a1284aa6ce02d8fe249df41d434"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#af0b49a1284aa6ce02d8fe249df41d434">ukf::srstate::ukf_state::yi_mean</a></div><div class="ttdeci">gsl_vector * yi_mean</div><div class="ttdef"><b>Definition:</b> ukf_types.h:836</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionNoise_html_a440044d38976af9922b0353d560627d2"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionNoise.html#a440044d38976af9922b0353d560627d2">ukf::state::EvolutionNoise::EvolutionNoise</a></div><div class="ttdeci">EvolutionNoise(double initial_value)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:644</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a75661c414eec01eaea6912dd3518da94"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a75661c414eec01eaea6912dd3518da94">ukf::parameter::ukf_scalar_state::cSk</a></div><div class="ttdeci">gsl_vector * cSk</div><div class="ttdoc">Vector holding one column of Sk, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:196</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionRLS_html_a35d647dc8e788825888e392a21c58cea"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionRLS.html#a35d647dc8e788825888e392a21c58cea">ukf::parameter::EvolutionRLS::updateEvolutionNoise</a></div><div class="ttdeci">void updateEvolutionNoise(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:463</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a8c307cba37cbabda94b66ab911e14122"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a8c307cba37cbabda94b66ab911e14122">ukf::parameter::ukf_scalar_state::w</a></div><div class="ttdeci">gsl_vector * w</div><div class="ttdoc">Parameter vector, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:176</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_accb6e58e82a745f2292a5cb7ffef663d"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#accb6e58e82a745f2292a5cb7ffef663d">ukf::parameter::ukf_scalar_state::Pwdk</a></div><div class="ttdeci">gsl_vector * Pwdk</div><div class="ttdoc">Covariance of : , of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:156</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_ad3f9185f1fcf84aa016eaba045092f35"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#ad3f9185f1fcf84aa016eaba045092f35">ukf::state::ukf_state::temp_n_no</a></div><div class="ttdeci">gsl_matrix * temp_n_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:629</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a2158f781908727006d11975d94c55ad0"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a2158f781908727006d11975d94c55ad0">ukf::srstate::ukf_state::temp_n</a></div><div class="ttdeci">gsl_vector * temp_n</div><div class="ttdef"><b>Definition:</b> ukf_types.h:860</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionAnneal_html_acd82967e946e4864bc8cc26edc8f3263"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionAnneal.html#acd82967e946e4864bc8cc26edc8f3263">ukf::state::EvolutionAnneal::updateEvolutionNoise</a></div><div class="ttdeci">void updateEvolutionNoise(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:668</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a620c64bdfb59efd6f265c3c4f2422b6b"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a620c64bdfb59efd6f265c3c4f2422b6b">ukf::parameter::ukf_scalar_state::dk</a></div><div class="ttdeci">gsl_vector * dk</div><div class="ttdoc">Temporary vector holding the image of the sigma points, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:215</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_aab996e4b1589b6f69eac3158eb0a6ed7"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#aab996e4b1589b6f69eac3158eb0a6ed7">ukf::parameter::ukf_state::wc</a></div><div class="ttdeci">gsl_vector * wc</div><div class="ttdoc">Weights used to update the covariance matrices. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:318</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a225cbe1fc43f53951f891114415cc717"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a225cbe1fc43f53951f891114415cc717">ukf::state::ukf_param::lambda_aug</a></div><div class="ttdeci">double lambda_aug</div><div class="ttdef"><b>Definition:</b> ukf_types.h:534</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a5b8734c808816fa4535dbb596add9fa5"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a5b8734c808816fa4535dbb596add9fa5">ukf::parameter::ukf_scalar_state::Peek</a></div><div class="ttdeci">double Peek</div><div class="ttdoc">Covariance of the observation noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:166</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a445af0a738d5d099a7613e0deaec0c61"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a445af0a738d5d099a7613e0deaec0c61">ukf::parameter::ukf_state::mat_temp_1_output</a></div><div class="ttdeci">gsl_matrix * mat_temp_1_output</div><div class="ttdoc">Temporary matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:368</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a903d42d54de210cc63826a6578d64b3c"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a903d42d54de210cc63826a6578d64b3c">ukf::srstate::ukf_state::U</a></div><div class="ttdeci">gsl_matrix * U</div><div class="ttdef"><b>Definition:</b> ukf_types.h:849</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_ad4d0a2dfc63e3cf445efec5af539ede1"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#ad4d0a2dfc63e3cf445efec5af539ede1">ukf::state::ukf_state::sigmaPointsMeasure</a></div><div class="ttdeci">gsl_matrix * sigmaPointsMeasure</div><div class="ttdef"><b>Definition:</b> ukf_types.h:613</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html">ukf::parameter::ukf_scalar_state</a></div><div class="ttdoc">Pointer to the function to approximate in the scalar case. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:136</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionRobbinsMonro_html"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html">ukf::parameter::EvolutionRobbinsMonro</a></div><div class="ttdoc">Robbins-Monro evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:478</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionRobbinsMonro_html_a4bac26e55220f166c44fd3b816d665e6"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionRobbinsMonro.html#a4bac26e55220f166c44fd3b816d665e6">ukf::state::EvolutionRobbinsMonro::EvolutionRobbinsMonro</a></div><div class="ttdeci">EvolutionRobbinsMonro(double initial_value, double alpha)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:724</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_afee48e0e83f20d7d46a478a9b436a42b"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#afee48e0e83f20d7d46a478a9b436a42b">ukf::srstate::ukf_state::Sni</a></div><div class="ttdeci">gsl_matrix * Sni</div><div class="ttdef"><b>Definition:</b> ukf_types.h:839</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html">ukf::state::ukf_state</a></div><div class="ttdoc">Structure holding the matrices manipulated by the statistical linearization in the vectorial case for...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:589</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a90bcfea6b544baf8f4b61b03cbb47e06"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a90bcfea6b544baf8f4b61b03cbb47e06">ukf::parameter::ukf_state::Pddk</a></div><div class="ttdeci">gsl_matrix * Pddk</div><div class="ttdoc">Covariance of the output, a matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:269</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a8d1cde960b51a097605e8a2afe52e90e"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a8d1cde960b51a097605e8a2afe52e90e">ukf::state::ukf_state::wc_j</a></div><div class="ttdeci">gsl_vector * wc_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:616</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionAnneal_html_aa059c2215085208239b5f3c857bf5012"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionAnneal.html#aa059c2215085208239b5f3c857bf5012">ukf::parameter::EvolutionAnneal::updateEvolutionNoise</a></div><div class="ttdeci">void updateEvolutionNoise(ukf_param &amp;p, ukf_scalar_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:435</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_a6226f46479a98fdeb1321d49680e76ed"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#a6226f46479a98fdeb1321d49680e76ed">ukf::parameter::ukf_param::kpa</a></div><div class="ttdeci">double kpa</div><div class="ttdoc">,  is a good choice. According to van der Merwe, its value is not critical </div><div class="ttdef"><b>Definition:</b> ukf_types.h:60</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a8b3b527d2b5814a27dedc9493cb062ba"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a8b3b527d2b5814a27dedc9493cb062ba">ukf::state::ukf_state::temp_n_n</a></div><div class="ttdeci">gsl_matrix * temp_n_n</div><div class="ttdef"><b>Definition:</b> ukf_types.h:625</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a1700b94e574aa8422d87f9ba6ecb9ac5"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a1700b94e574aa8422d87f9ba6ecb9ac5">ukf::parameter::ukf_scalar_state::wk</a></div><div class="ttdeci">gsl_vector * wk</div><div class="ttdoc">Temporary vector, holding a sigma-point. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:181</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a07ddb2ac7ff30dbce761ffc75abf7c16"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a07ddb2ac7ff30dbce761ffc75abf7c16">ukf::parameter::ukf_scalar_state::Sk</a></div><div class="ttdeci">gsl_matrix * Sk</div><div class="ttdoc">Matrix holding the Cholesky decomposition of , of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:191</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a76c3898aa1b1d0957f3d483e7bb738f4"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a76c3898aa1b1d0957f3d483e7bb738f4">ukf::parameter::ukf_scalar_state::Pk</a></div><div class="ttdeci">gsl_matrix * Pk</div><div class="ttdoc">Covariance matrix of the parameters, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:186</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_ad5f0278cb96be7b6e35fc7dc797017d9"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#ad5f0278cb96be7b6e35fc7dc797017d9">ukf::parameter::ukf_scalar_state::d_mean</a></div><div class="ttdeci">double d_mean</div><div class="ttdoc">Variable holding the mean of the sigma points image. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:225</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_ac260a8a82c9a59dffcdc3f87008a92e4"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#ac260a8a82c9a59dffcdc3f87008a92e4">ukf::state::ukf_param::nbSamples</a></div><div class="ttdeci">int nbSamples</div><div class="ttdoc"> Number of sigma-points </div><div class="ttdef"><b>Definition:</b> ukf_types.h:550</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_ae5bd148e7b9dd43dca85f62058d5013f"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#ae5bd148e7b9dd43dca85f62058d5013f">ukf::srstate::ukf_state::wm_aug_j</a></div><div class="ttdeci">gsl_vector * wm_aug_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:854</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a61f7494db9daae136b8207e3f3a89746"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a61f7494db9daae136b8207e3f3a89746">ukf::state::ukf_state::yi_prediction</a></div><div class="ttdeci">gsl_matrix * yi_prediction</div><div class="ttdef"><b>Definition:</b> ukf_types.h:601</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_ae49f45a1304961a99d7f87b320983a69"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#ae49f45a1304961a99d7f87b320983a69">ukf::state::ukf_state::Pyyi</a></div><div class="ttdeci">gsl_matrix * Pyyi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:604</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionNoise_html_a893b62ddd0f687097fbc7d1eeefae4c4"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionNoise.html#a893b62ddd0f687097fbc7d1eeefae4c4">ukf::state::EvolutionNoise::_initial_value</a></div><div class="ttdeci">double _initial_value</div><div class="ttdef"><b>Definition:</b> ukf_types.h:642</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionNoise_html_a5bd07a11a7e36db29fed88f25895a5dc"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionNoise.html#a5bd07a11a7e36db29fed88f25895a5dc">ukf::parameter::EvolutionNoise::init</a></div><div class="ttdeci">void init(ukf_param &amp;p, ukf_scalar_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:400</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a1716addc505125f954ffc988db995443"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a1716addc505125f954ffc988db995443">ukf::state::ukf_param::lambda</a></div><div class="ttdeci">double lambda</div><div class="ttdoc"> </div><div class="ttdef"><b>Definition:</b> ukf_types.h:533</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a34a255e5faa0b7f07a0dd8a12b30f49a"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a34a255e5faa0b7f07a0dd8a12b30f49a">ukf::state::ukf_param::nbSamplesMeasure</a></div><div class="ttdeci">int nbSamplesMeasure</div><div class="ttdoc"> Number of sigma-points </div><div class="ttdef"><b>Definition:</b> ukf_types.h:555</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_ade187fc4a6cf6c6e9a1fcb5cf8898985"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#ade187fc4a6cf6c6e9a1fcb5cf8898985">ukf::parameter::ukf_param::observation_noise</a></div><div class="ttdeci">double observation_noise</div><div class="ttdoc">Covariance of the observation noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:101</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_aa4c34456f9e170a8ccd40bfd666bb9c8"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#aa4c34456f9e170a8ccd40bfd666bb9c8">ukf::parameter::ukf_state::mat_temp_output_1</a></div><div class="ttdeci">gsl_matrix * mat_temp_output_1</div><div class="ttdoc">Temporary matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:373</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_a93c3981c8518153ce89bc868fb071267"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#a93c3981c8518153ce89bc868fb071267">ukf::srstate::ukf_param::measurement_noise</a></div><div class="ttdeci">double measurement_noise</div><div class="ttdoc">Covariance of the observation noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:816</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a3f121cb6700b18806b1174d0245217ad"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a3f121cb6700b18806b1174d0245217ad">ukf::parameter::ukf_state::sigmaPoints</a></div><div class="ttdeci">gsl_matrix * sigmaPoints</div><div class="ttdoc">Matrix holding the sigma points in the columns, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:338</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionAnneal_html_a865629fcf5eb7bd4e07dbdd3cc219c70"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionAnneal.html#a865629fcf5eb7bd4e07dbdd3cc219c70">ukf::parameter::EvolutionAnneal::EvolutionAnneal</a></div><div class="ttdeci">EvolutionAnneal(double initial_value, double decay, double lower_bound)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:417</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionAnneal_html_af855cb2554215817134e7395eafdda0b"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionAnneal.html#af855cb2554215817134e7395eafdda0b">ukf::parameter::EvolutionAnneal::updateEvolutionNoise</a></div><div class="ttdeci">void updateEvolutionNoise(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:422</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a9b43db103c75b5b00fa8b356e32c2688"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a9b43db103c75b5b00fa8b356e32c2688">ukf::state::ukf_state::ino_yi</a></div><div class="ttdeci">gsl_vector * ino_yi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:603</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a98ac53f44b5741a055a1fb489e141340"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a98ac53f44b5741a055a1fb489e141340">ukf::parameter::ukf_state::Kk</a></div><div class="ttdeci">gsl_matrix * Kk</div><div class="ttdoc">Kalman gain, a matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:254</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a0d210360e59328e219b5f37751baac35"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a0d210360e59328e219b5f37751baac35">ukf::srstate::ukf_state::Pxyi</a></div><div class="ttdeci">gsl_matrix * Pxyi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:841</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html">ukf::parameter::ukf_param</a></div><div class="ttdoc">Structure holding the parameters of the Unscented Kalman Filter. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:55</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a8f0d71df6e090be3f023710dac3b4e8d"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a8f0d71df6e090be3f023710dac3b4e8d">ukf::state::ukf_state::Pxyi</a></div><div class="ttdeci">gsl_matrix * Pxyi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:607</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionAnneal_html"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionAnneal.html">ukf::parameter::EvolutionAnneal</a></div><div class="ttdoc">Annealing type evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:413</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html">ukf::srstate::ukf_param</a></div><div class="ttdoc">Structure holding the parameters of the statistical linearization. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:749</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a6070bcca85799e03f1015e4e4416bf4e"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a6070bcca85799e03f1015e4e4416bf4e">ukf::parameter::ukf_state::ino_dk</a></div><div class="ttdeci">gsl_vector * ino_dk</div><div class="ttdoc">Vector holding the inovation, of size ŝ </div><div class="ttdef"><b>Definition:</b> ukf_types.h:333</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_aeed46f1ac029db63dcae65aad797cf47"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#aeed46f1ac029db63dcae65aad797cf47">ukf::state::ukf_param::kpa</a></div><div class="ttdeci">double kpa</div><div class="ttdoc">,  is a good choice. According to van der Merwe, its value is not critical </div><div class="ttdef"><b>Definition:</b> ukf_types.h:518</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_a3afc7edee6fb3dd28849f2219c079b30"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#a3afc7edee6fb3dd28849f2219c079b30">ukf::parameter::ukf_param::beta</a></div><div class="ttdeci">double beta</div><div class="ttdoc">Non negative weights used to introduce knowledge about the higher order moments of the distribution...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:70</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_acc5886d2e9ab48328846d0cad808e795"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#acc5886d2e9ab48328846d0cad808e795">ukf::state::ukf_state::Pxxi</a></div><div class="ttdeci">gsl_matrix * Pxxi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:596</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a07386aed2dc626d883add4a2bda98de2"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a07386aed2dc626d883add4a2bda98de2">ukf::parameter::ukf_state::mat_temp_output_output</a></div><div class="ttdeci">gsl_matrix * mat_temp_output_output</div><div class="ttdoc">Temporary matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:378</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a3cdfb50a225e11f42fa4efaa99e80e6b"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a3cdfb50a225e11f42fa4efaa99e80e6b">ukf::parameter::ukf_scalar_state::temp_n_n</a></div><div class="ttdeci">gsl_matrix * temp_n_n</div><div class="ttdoc">Temporary matrix. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:240</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionRLS_html_a37725a9d3c03bcf04d38b1bdc665b65a"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionRLS.html#a37725a9d3c03bcf04d38b1bdc665b65a">ukf::state::EvolutionRLS::EvolutionRLS</a></div><div class="ttdeci">EvolutionRLS(double initial_value, double decay)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:698</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a15aa1109521e57641b35e29fba5cb2c7"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a15aa1109521e57641b35e29fba5cb2c7">ukf::parameter::ukf_state::d_mean</a></div><div class="ttdeci">gsl_vector * d_mean</div><div class="ttdoc">Vector holding the mean of the sigma points image, of size ŝ </div><div class="ttdef"><b>Definition:</b> ukf_types.h:328</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a26eb56f9fa86db3d340b7235776d956a"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a26eb56f9fa86db3d340b7235776d956a">ukf::state::ukf_param::gamma</a></div><div class="ttdeci">double gamma</div><div class="ttdoc"> </div><div class="ttdef"><b>Definition:</b> ukf_types.h:539</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_af854201df002b94c122b053752627154"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#af854201df002b94c122b053752627154">ukf::state::ukf_state::xi_mean</a></div><div class="ttdeci">gsl_vector * xi_mean</div><div class="ttdef"><b>Definition:</b> ukf_types.h:595</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_aec9c1db99ea8bb204d06a3e506f4d3b0"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#aec9c1db99ea8bb204d06a3e506f4d3b0">ukf::parameter::ukf_state::wk</a></div><div class="ttdeci">gsl_vector * wk</div><div class="ttdoc">Temporary vector holding one sigma point, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:289</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a5cc587b3f1b1e905242a484df549e4a1"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a5cc587b3f1b1e905242a484df549e4a1">ukf::srstate::ukf_state::wc_aug_j</a></div><div class="ttdeci">gsl_vector * wc_aug_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:855</div></div>
<div class="ttc" id="namespaceukf_1_1math_html_af4ef51ae6ef8c8d19eba957802834d4d"><div class="ttname"><a href="namespaceukf_1_1math.html#af4ef51ae6ef8c8d19eba957802834d4d">ukf::math::max</a></div><div class="ttdeci">double max(double a, double b)</div><div class="ttdef"><b>Definition:</b> ukf_math.h:40</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a051b7e63dd546f62f0c57df7fac63efb"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a051b7e63dd546f62f0c57df7fac63efb">ukf::srstate::ukf_state::temp_no_1</a></div><div class="ttdeci">gsl_matrix * temp_no_1</div><div class="ttdef"><b>Definition:</b> ukf_types.h:870</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_afdb1ce39c4a72e31df41314e2e4c4090"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#afdb1ce39c4a72e31df41314e2e4c4090">ukf::parameter::ukf_param::n</a></div><div class="ttdeci">int n</div><div class="ttdoc">Number of parameters to estimate. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:111</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_aff3014ff4ffec72ecff69f533540e88a"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#aff3014ff4ffec72ecff69f533540e88a">ukf::parameter::ukf_state::w</a></div><div class="ttdeci">gsl_vector * w</div><div class="ttdoc">Parameter vector, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:284</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a458721ed2b8869be17e7589024c6bac3"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a458721ed2b8869be17e7589024c6bac3">ukf::srstate::ukf_state::sigmaPoints</a></div><div class="ttdeci">gsl_matrix * sigmaPoints</div><div class="ttdef"><b>Definition:</b> ukf_types.h:844</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_afbea39cf7668445558d213452364d355"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#afbea39cf7668445558d213452364d355">ukf::parameter::ukf_state::dk</a></div><div class="ttdeci">gsl_matrix * dk</div><div class="ttdoc">Temporary matrix holding the image of the sigma points, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:323</div></div>
<div class="ttc" id="namespaceukf_html_a7f64aeb620f9ab22857c499e80db46ac"><div class="ttname"><a href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46ac">ukf::ProcessNoise</a></div><div class="ttdeci">ProcessNoise</div><div class="ttdoc">The different types of implemented process noise for UKF state estimation. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:36</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionNoise_html_a2a855aa21905c741e7a97661d06d692b"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionNoise.html#a2a855aa21905c741e7a97661d06d692b">ukf::parameter::EvolutionNoise::init</a></div><div class="ttdeci">void init(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:395</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a6df918d0806e077630b0e1fcecc66b49"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a6df918d0806e077630b0e1fcecc66b49">ukf::parameter::ukf_state::mat_temp_n_1</a></div><div class="ttdeci">gsl_matrix * mat_temp_n_1</div><div class="ttdoc">Temporary matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:353</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a64e81fa0a22add1316bd66d03e70f105"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a64e81fa0a22add1316bd66d03e70f105">ukf::srstate::ukf_state::temp_no</a></div><div class="ttdeci">gsl_vector * temp_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:861</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionRLS_html"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionRLS.html">ukf::state::EvolutionRLS</a></div><div class="ttdoc">Forgetting type evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:694</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionRLS_html_ac2b45030c9136f63a7a614c43b2705d4"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionRLS.html#ac2b45030c9136f63a7a614c43b2705d4">ukf::parameter::EvolutionRLS::EvolutionRLS</a></div><div class="ttdeci">EvolutionRLS(double initial_value, double decay)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:457</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_ab77dd9bb480fee611664a4fab007030a"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#ab77dd9bb480fee611664a4fab007030a">ukf::srstate::ukf_param::beta</a></div><div class="ttdeci">double beta</div><div class="ttdoc">Non negative weights used to introduce knowledge about the higher order moments of the distribution...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:764</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_aaf733b81f5d34fa210d514c2fe0d321a"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#aaf733b81f5d34fa210d514c2fe0d321a">ukf::parameter::ukf_state::Peek</a></div><div class="ttdeci">gsl_matrix * Peek</div><div class="ttdoc">Covariance of the observation noise, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:274</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a00ab5d6e7673817ab87c143df0e3b698"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a00ab5d6e7673817ab87c143df0e3b698">ukf::srstate::ukf_state::temp_1_no</a></div><div class="ttdeci">gsl_matrix * temp_1_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:871</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionNoise_html"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionNoise.html">ukf::state::EvolutionNoise</a></div><div class="ttdoc">Mother class from which the evolution noises inherit. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:639</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html">ukf::state::ukf_param</a></div><div class="ttdoc">Structure holding the parameters of the statistical linearization. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:513</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a74e1d652fbafe8fe531bd6c61ef33ed8"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a74e1d652fbafe8fe531bd6c61ef33ed8">ukf::srstate::ukf_state::temp_n_1</a></div><div class="ttdeci">gsl_matrix * temp_n_1</div><div class="ttdef"><b>Definition:</b> ukf_types.h:864</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_a6672a2098cafbda39c6bd4946ca701ad"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#a6672a2098cafbda39c6bd4946ca701ad">ukf::parameter::ukf_param::no</a></div><div class="ttdeci">int no</div><div class="ttdoc">Dimension of the output. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:121</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_ad08071e88bbcd71ebb90f7c31d386387"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#ad08071e88bbcd71ebb90f7c31d386387">ukf::state::ukf_state::sigmaPoints</a></div><div class="ttdeci">gsl_matrix * sigmaPoints</div><div class="ttdef"><b>Definition:</b> ukf_types.h:610</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionAnneal_html_a5b1aeaf6692997a4edf7eb97cf40f2e6"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionAnneal.html#a5b1aeaf6692997a4edf7eb97cf40f2e6">ukf::state::EvolutionAnneal::EvolutionAnneal</a></div><div class="ttdeci">EvolutionAnneal(double initial_value, double decay, double lower_bound)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:663</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a97cdef926065762a0e461fb815f6f855"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a97cdef926065762a0e461fb815f6f855">ukf::parameter::ukf_state::cSk</a></div><div class="ttdeci">gsl_vector * cSk</div><div class="ttdoc">Vector holding one column of Sk, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:304</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_af74d6ef536c0df8031aa84ad2d0d8567"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#af74d6ef536c0df8031aa84ad2d0d8567">ukf::state::ukf_state::sigmaPointMeasure</a></div><div class="ttdeci">gsl_vector * sigmaPointMeasure</div><div class="ttdef"><b>Definition:</b> ukf_types.h:612</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a031c486f1321fbbe7c7fd5b5f47f37e8"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a031c486f1321fbbe7c7fd5b5f47f37e8">ukf::parameter::ukf_scalar_state::wm</a></div><div class="ttdeci">gsl_vector * wm</div><div class="ttdoc">Weights used to compute the mean of the sigma points&#39; images. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:203</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a45f5f1fa6e87cebe200fcf8eec39f314"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a45f5f1fa6e87cebe200fcf8eec39f314">ukf::parameter::ukf_scalar_state::ino_dk</a></div><div class="ttdeci">double ino_dk</div><div class="ttdoc">Innovation. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:220</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_aaa43fed474f325af06418e9ca8d644de"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#aaa43fed474f325af06418e9ca8d644de">ukf::state::ukf_state::cholPvvi</a></div><div class="ttdeci">gsl_matrix * cholPvvi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:599</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a7aaee6c9d520a04b60bfba567cd43cb7"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a7aaee6c9d520a04b60bfba567cd43cb7">ukf::state::ukf_state::Pvvi</a></div><div class="ttdeci">gsl_matrix * Pvvi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:598</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_a4802c63baa1362da178bd2456a47704b"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#a4802c63baa1362da178bd2456a47704b">ukf::srstate::ukf_param::lambda_aug</a></div><div class="ttdeci">double lambda_aug</div><div class="ttdef"><b>Definition:</b> ukf_types.h:770</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_a41e15863dacadc709c856810fec793da"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#a41e15863dacadc709c856810fec793da">ukf::parameter::ukf_param::alpha</a></div><div class="ttdeci">double alpha</div><div class="ttdoc"> : &quot;Size&quot; of sigma-point distribution. Should be small if the function is strongly non-linear ...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:65</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a03fdbac49bc406308eb9ccfbbd104205"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a03fdbac49bc406308eb9ccfbbd104205">ukf::parameter::ukf_state::Pk</a></div><div class="ttdeci">gsl_matrix * Pk</div><div class="ttdoc">Covariance matrix of the parameters, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:294</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a483422efe8d15e91ff527261fbfbbbb7"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a483422efe8d15e91ff527261fbfbbbb7">ukf::srstate::ukf_state::temp_n_no</a></div><div class="ttdeci">gsl_matrix * temp_n_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:867</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_ad608b7d6bb36e44feb556b9bfb3e8171"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#ad608b7d6bb36e44feb556b9bfb3e8171">ukf::parameter::ukf_state::vec_temp_n</a></div><div class="ttdeci">gsl_vector * vec_temp_n</div><div class="ttdoc">Temporary vector of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:343</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a231b41faf198e81926477756e3f2c2e5"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a231b41faf198e81926477756e3f2c2e5">ukf::srstate::ukf_state::temp_1_n</a></div><div class="ttdeci">gsl_matrix * temp_1_n</div><div class="ttdef"><b>Definition:</b> ukf_types.h:865</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_a0b47c35c0ffd6f75c87ebbfc095bb1b8"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#a0b47c35c0ffd6f75c87ebbfc095bb1b8">ukf::srstate::ukf_param::process_noise_type</a></div><div class="ttdeci">ProcessNoise process_noise_type</div><div class="ttdoc">Type of process noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:806</div></div>
<div class="ttc" id="namespaceukf_html_a7f64aeb620f9ab22857c499e80db46acab64d3a664525ca6b963f20162ed6f1bd"><div class="ttname"><a href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46acab64d3a664525ca6b963f20162ed6f1bd">ukf::UKF_PROCESS_RLS</a></div><div class="ttdoc">The covariance of the evolution noise is defined as . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:45</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_ae224406380a3ab3aff38a97a874c08f3"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#ae224406380a3ab3aff38a97a874c08f3">ukf::srstate::ukf_state::wc_j</a></div><div class="ttdeci">gsl_vector * wc_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:852</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_af4ea654656c227c68d4d619988f8ae93"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#af4ea654656c227c68d4d619988f8ae93">ukf::state::ukf_state::cholPxxi</a></div><div class="ttdeci">gsl_matrix * cholPxxi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:597</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a698d2cd6e4da73ca0b4831e09f9c4419"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a698d2cd6e4da73ca0b4831e09f9c4419">ukf::srstate::ukf_state::sigmaPoint</a></div><div class="ttdeci">gsl_vector * sigmaPoint</div><div class="ttdef"><b>Definition:</b> ukf_types.h:843</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionNoise_html_a076070c5b74c40185c2861a47a942b17"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionNoise.html#a076070c5b74c40185c2861a47a942b17">ukf::state::EvolutionNoise::updateEvolutionNoise</a></div><div class="ttdeci">virtual void updateEvolutionNoise(ukf_param &amp;p, ukf_state &amp;s)=0</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_aaf0c2fb0b65c6619cbbf8dcc1fae80a0"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#aaf0c2fb0b65c6619cbbf8dcc1fae80a0">ukf::state::ukf_state::params</a></div><div class="ttdeci">gsl_vector * params</div><div class="ttdef"><b>Definition:</b> ukf_types.h:591</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a96808c42875c1b6c92f2214d6ce33e56"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a96808c42875c1b6c92f2214d6ce33e56">ukf::parameter::ukf_state::mat_temp_n_output</a></div><div class="ttdeci">gsl_matrix * mat_temp_n_output</div><div class="ttdoc">Temporary matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:358</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionRobbinsMonro_html_a679b8d8ede324e08cfe44619ae8b546d"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html#a679b8d8ede324e08cfe44619ae8b546d">ukf::parameter::EvolutionRobbinsMonro::updateEvolutionNoise</a></div><div class="ttdeci">void updateEvolutionNoise(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:486</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_aac9cf03ea34ad6cbe04c56143e16d38d"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#aac9cf03ea34ad6cbe04c56143e16d38d">ukf::parameter::ukf_scalar_state::Prrk</a></div><div class="ttdeci">gsl_matrix * Prrk</div><div class="ttdoc">Covariance of the evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:161</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_afd25bf8ad83a31f577554475d61941c4"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#afd25bf8ad83a31f577554475d61941c4">ukf::state::ukf_param::evolution_noise</a></div><div class="ttdeci">EvolutionNoise * evolution_noise</div><div class="ttdoc">Type of process noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:570</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a25946f6e0ab175a56752a38843b19025"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a25946f6e0ab175a56752a38843b19025">ukf::state::ukf_state::xi</a></div><div class="ttdeci">gsl_vector * xi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:593</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_aabc1c8c0b51036b2f68b1a6984ce3d45"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#aabc1c8c0b51036b2f68b1a6984ce3d45">ukf::state::ukf_state::yi_mean</a></div><div class="ttdeci">gsl_vector * yi_mean</div><div class="ttdef"><b>Definition:</b> ukf_types.h:602</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_ae15636938593ab55daacc378284b26a8"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#ae15636938593ab55daacc378284b26a8">ukf::state::ukf_param::alpha</a></div><div class="ttdeci">double alpha</div><div class="ttdoc"> : &quot;Size&quot; of sigma-point distribution. Should be small if the function is strongly non-linear ...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:523</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a7dd701d6a9f5e5a7bcf15822ddbe633d"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a7dd701d6a9f5e5a7bcf15822ddbe633d">ukf::parameter::ukf_state::Pwdk</a></div><div class="ttdeci">gsl_matrix * Pwdk</div><div class="ttdoc">Covariance of : , of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:264</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_a91ac481e996d091fdb23db9eab23013e"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#a91ac481e996d091fdb23db9eab23013e">ukf::srstate::ukf_param::process_noise</a></div><div class="ttdeci">double process_noise</div><div class="ttdoc">Parameter used for the evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:811</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionRobbinsMonro_html_afc3c089f7a93917dc309ebc6c958c69d"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionRobbinsMonro.html#afc3c089f7a93917dc309ebc6c958c69d">ukf::state::EvolutionRobbinsMonro::updateEvolutionNoise</a></div><div class="ttdeci">void updateEvolutionNoise(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:728</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html">ukf::srstate::ukf_state</a></div><div class="ttdoc">Structure holding the matrices manipulated by the statistical linearization in the vectorial case for...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:825</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_aab47bdda553343d2146104c21be0f0cc"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#aab47bdda553343d2146104c21be0f0cc">ukf::state::ukf_param::no</a></div><div class="ttdeci">int no</div><div class="ttdoc">Dimension of the output : the measurements. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:560</div></div>
<div class="ttc" id="ukf__math_8h_html"><div class="ttname"><a href="ukf__math_8h.html">ukf_math.h</a></div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_a41231af7e574722fee0a575ce989e434"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#a41231af7e574722fee0a575ce989e434">ukf::srstate::ukf_param::kpa</a></div><div class="ttdeci">double kpa</div><div class="ttdoc">,  is a good choice. According to van der Merwe, its value is not critical </div><div class="ttdef"><b>Definition:</b> ukf_types.h:754</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a97d9718fb00f9c756f7290f197e9e34e"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a97d9718fb00f9c756f7290f197e9e34e">ukf::state::ukf_state::xi_prediction</a></div><div class="ttdeci">gsl_matrix * xi_prediction</div><div class="ttdef"><b>Definition:</b> ukf_types.h:594</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a43bbdfbb7c743522ebc18b2e299c7c1e"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a43bbdfbb7c743522ebc18b2e299c7c1e">ukf::srstate::ukf_state::Ki</a></div><div class="ttdeci">gsl_matrix * Ki</div><div class="ttdef"><b>Definition:</b> ukf_types.h:857</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_af6086947a5a8f78a95aa3516e18c7294"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#af6086947a5a8f78a95aa3516e18c7294">ukf::parameter::ukf_scalar_state::Kk_mat</a></div><div class="ttdeci">gsl_matrix * Kk_mat</div><div class="ttdoc">Temporary matrix for the kalman gain, a matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:146</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a961545fff86f5f611e5a64f76166be0c"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a961545fff86f5f611e5a64f76166be0c">ukf::srstate::ukf_state::temp_no_no</a></div><div class="ttdeci">gsl_matrix * temp_no_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:869</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a3d1b45fe05b06ac0c3061e04147fd202"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a3d1b45fe05b06ac0c3061e04147fd202">ukf::state::ukf_state::temp_no_1</a></div><div class="ttdeci">gsl_matrix * temp_no_1</div><div class="ttdef"><b>Definition:</b> ukf_types.h:632</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionRLS_html_ad5801802ad3efc981afd5d9faa69e265"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionRLS.html#ad5801802ad3efc981afd5d9faa69e265">ukf::state::EvolutionRLS::updateEvolutionNoise</a></div><div class="ttdeci">void updateEvolutionNoise(ukf_param &amp;p, ukf_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:704</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionNoise_html_a77613e17c16df09a30e11690c05d2463"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionNoise.html#a77613e17c16df09a30e11690c05d2463">ukf::parameter::EvolutionNoise::EvolutionNoise</a></div><div class="ttdeci">EvolutionNoise(double initial_value)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:394</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_ac2d3cf075f5fd918dba337e02c76657b"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#ac2d3cf075f5fd918dba337e02c76657b">ukf::state::ukf_param::prior_x</a></div><div class="ttdeci">double prior_x</div><div class="ttdoc">Prior estimate of the covariance matrix of the state. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:565</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_a989e990467f45b35957f7db9bd40a5e0"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#a989e990467f45b35957f7db9bd40a5e0">ukf::parameter::ukf_param::lambda</a></div><div class="ttdeci">double lambda</div><div class="ttdoc"> </div><div class="ttdef"><b>Definition:</b> ukf_types.h:75</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_a45062e1fd58806a27f0e4f75772e33d2"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#a45062e1fd58806a27f0e4f75772e33d2">ukf::srstate::ukf_param::nbSamplesMeasure</a></div><div class="ttdeci">int nbSamplesMeasure</div><div class="ttdoc"> Number of sigma-points </div><div class="ttdef"><b>Definition:</b> ukf_types.h:791</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a1cabc1bed1eaadbab395a10c0dba6072"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a1cabc1bed1eaadbab395a10c0dba6072">ukf::parameter::ukf_state::Prrk</a></div><div class="ttdeci">gsl_matrix * Prrk</div><div class="ttdoc">Covariance of the evolution noise, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:279</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a851adef00b3ee8a978372a2c26e27dc0"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a851adef00b3ee8a978372a2c26e27dc0">ukf::state::ukf_state::temp_no_no</a></div><div class="ttdeci">gsl_matrix * temp_no_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:631</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_a5dc27e0d7ae329c6456efdeb0c359a39"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#a5dc27e0d7ae329c6456efdeb0c359a39">ukf::srstate::ukf_param::gamma</a></div><div class="ttdeci">double gamma</div><div class="ttdoc"> </div><div class="ttdef"><b>Definition:</b> ukf_types.h:775</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a83fc551520b4be477fce25c912fb7dc3"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a83fc551520b4be477fce25c912fb7dc3">ukf::state::ukf_state::wm_j</a></div><div class="ttdeci">gsl_vector * wm_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:615</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a0ead044a78987bebf3a2df35efdcead3"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a0ead044a78987bebf3a2df35efdcead3">ukf::srstate::ukf_state::xi_mean</a></div><div class="ttdeci">gsl_vector * xi_mean</div><div class="ttdef"><b>Definition:</b> ukf_types.h:831</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionRLS_html"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionRLS.html">ukf::parameter::EvolutionRLS</a></div><div class="ttdoc">Forgetting type evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:453</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a923a0facfe402f098a4da50e8f184f61"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a923a0facfe402f098a4da50e8f184f61">ukf::srstate::ukf_state::params</a></div><div class="ttdeci">gsl_vector * params</div><div class="ttdef"><b>Definition:</b> ukf_types.h:827</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_a55760e3aa010ff582f27067c6168972a"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#a55760e3aa010ff582f27067c6168972a">ukf::srstate::ukf_param::alpha</a></div><div class="ttdeci">double alpha</div><div class="ttdoc"> : &quot;Size&quot; of sigma-point distribution. Should be small if the function is strongly non-linear ...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:759</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_a2a382b59ee2aefa913f3bc24dc70bb44"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#a2a382b59ee2aefa913f3bc24dc70bb44">ukf::srstate::ukf_param::nbSamples</a></div><div class="ttdeci">int nbSamples</div><div class="ttdoc"> Number of sigma-points </div><div class="ttdef"><b>Definition:</b> ukf_types.h:786</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_aed1339ef46150835c9e9b5ae077ed526"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#aed1339ef46150835c9e9b5ae077ed526">ukf::state::ukf_state::temp_1_n</a></div><div class="ttdeci">gsl_matrix * temp_1_n</div><div class="ttdef"><b>Definition:</b> ukf_types.h:627</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_abaf7742e033e303907f9084a89f22301"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#abaf7742e033e303907f9084a89f22301">ukf::srstate::ukf_state::temp_2nno_no</a></div><div class="ttdeci">gsl_matrix * temp_2nno_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:874</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a0cd68e2eff4ab4feed22bcdb8ffcb9b8"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a0cd68e2eff4ab4feed22bcdb8ffcb9b8">ukf::srstate::ukf_state::temp_n_n</a></div><div class="ttdeci">gsl_matrix * temp_n_n</div><div class="ttdef"><b>Definition:</b> ukf_types.h:863</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionRobbinsMonro_html"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionRobbinsMonro.html">ukf::state::EvolutionRobbinsMonro</a></div><div class="ttdoc">Robbins-Monro evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:720</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_ae2e4444fe304b2908ceaa1f264e45ba2"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#ae2e4444fe304b2908ceaa1f264e45ba2">ukf::srstate::ukf_param::no</a></div><div class="ttdeci">int no</div><div class="ttdoc">Dimension of the output : the measurements. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:796</div></div>
<div class="ttc" id="namespaceukf_html_a7f64aeb620f9ab22857c499e80db46aca17ae6619707ee6def4c7b41e7502a270"><div class="ttname"><a href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46aca17ae6619707ee6def4c7b41e7502a270">ukf::UKF_PROCESS_FIXED</a></div><div class="ttdoc">The covariance of the evolution noise is fixed to . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:41</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionNoise_html_a0e8cfcc123ead6c1621b47763065740e"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionNoise.html#a0e8cfcc123ead6c1621b47763065740e">ukf::parameter::EvolutionNoise::updateEvolutionNoise</a></div><div class="ttdeci">virtual void updateEvolutionNoise(ukf_param &amp;p, ukf_state &amp;s)=0</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_ac205dee75be43b32c76b0696d0182ab6"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#ac205dee75be43b32c76b0696d0182ab6">ukf::srstate::ukf_state::yi_prediction</a></div><div class="ttdeci">gsl_matrix * yi_prediction</div><div class="ttdef"><b>Definition:</b> ukf_types.h:835</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_afea69f7b0d410986ff5f5ca92d70545e"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#afea69f7b0d410986ff5f5ca92d70545e">ukf::srstate::ukf_state::sigmaPointMeasure</a></div><div class="ttdeci">gsl_vector * sigmaPointMeasure</div><div class="ttdef"><b>Definition:</b> ukf_types.h:846</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html">ukf::parameter::ukf_state</a></div><div class="ttdoc">Structure holding the matrices manipulated by the unscented kalman filter in the vectorial case...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:249</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionNoise_html_ae59de01434a85feb7e798bca6d917573"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionNoise.html#ae59de01434a85feb7e798bca6d917573">ukf::parameter::EvolutionNoise::_initial_value</a></div><div class="ttdeci">double _initial_value</div><div class="ttdef"><b>Definition:</b> ukf_types.h:392</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a0ab8c07796764941502c6a06f7d5b4dc"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a0ab8c07796764941502c6a06f7d5b4dc">ukf::srstate::ukf_state::wm_j</a></div><div class="ttdeci">gsl_vector * wm_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:851</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a3a69fb0e46993d5c5cbde4dee44e2c8f"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a3a69fb0e46993d5c5cbde4dee44e2c8f">ukf::parameter::ukf_scalar_state::Kk_mat_T</a></div><div class="ttdeci">gsl_matrix * Kk_mat_T</div><div class="ttdoc">Temporary matrix for the transpose of the kalman gain, a matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:151</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a62efc5e8af8f11b1e149f59494b55725"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a62efc5e8af8f11b1e149f59494b55725">ukf::parameter::ukf_scalar_state::wc</a></div><div class="ttdeci">gsl_vector * wc</div><div class="ttdoc">Weights used to update the covariance matrices. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:210</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_aedb04b04c2a74208f787e26eb3f406f5"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#aedb04b04c2a74208f787e26eb3f406f5">ukf::srstate::ukf_param::lambda</a></div><div class="ttdeci">double lambda</div><div class="ttdoc"> </div><div class="ttdef"><b>Definition:</b> ukf_types.h:769</div></div>
<div class="ttc" id="classukf_1_1state_1_1EvolutionAnneal_html"><div class="ttname"><a href="classukf_1_1state_1_1EvolutionAnneal.html">ukf::state::EvolutionAnneal</a></div><div class="ttdoc">Annealing type evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:659</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_a03d77555a63ab31291ab4174babecfc2"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#a03d77555a63ab31291ab4174babecfc2">ukf::srstate::ukf_param::n</a></div><div class="ttdeci">int n</div><div class="ttdoc">Size of the state vector. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:781</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a11d6ee5527f1cdab2869ae23374b8b9a"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a11d6ee5527f1cdab2869ae23374b8b9a">ukf::parameter::ukf_state::mat_temp_n_n</a></div><div class="ttdeci">gsl_matrix * mat_temp_n_n</div><div class="ttdoc">Temporary matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:383</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a9095ffca4f0bc5cbf7a42368cf7463d6"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a9095ffca4f0bc5cbf7a42368cf7463d6">ukf::srstate::ukf_state::xi</a></div><div class="ttdeci">gsl_vector * xi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:829</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionRLS_html_a2a98ada5440cdd1f68c9140e3ecef219"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionRLS.html#a2a98ada5440cdd1f68c9140e3ecef219">ukf::parameter::EvolutionRLS::updateEvolutionNoise</a></div><div class="ttdeci">void updateEvolutionNoise(ukf_param &amp;p, ukf_scalar_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:468</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a37add3babc9f20fe09b62e93a854ff46"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a37add3babc9f20fe09b62e93a854ff46">ukf::parameter::ukf_state::Kk_T</a></div><div class="ttdeci">gsl_matrix * Kk_T</div><div class="ttdoc">The tranposed Kalman gain, a vector of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:259</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_adcc3839a78bea1cd4822dc10bea265c0"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#adcc3839a78bea1cd4822dc10bea265c0">ukf::srstate::ukf_param::prior_x</a></div><div class="ttdeci">double prior_x</div><div class="ttdoc">Prior estimate of the covariance matrix of the state. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:801</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a38805bd633ec390fdb6486bc7389ca57"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a38805bd633ec390fdb6486bc7389ca57">ukf::parameter::ukf_scalar_state::Kk</a></div><div class="ttdeci">gsl_vector * Kk</div><div class="ttdoc">Kalman gain, a vector of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:141</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a6d157ac660c42c7211bc9c5c22b26c5c"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a6d157ac660c42c7211bc9c5c22b26c5c">ukf::state::ukf_state::temp_1_no</a></div><div class="ttdeci">gsl_matrix * temp_1_no</div><div class="ttdef"><b>Definition:</b> ukf_types.h:633</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionRobbinsMonro_html_acc4523dfedf1faf75b49512b9574e8f7"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html#acc4523dfedf1faf75b49512b9574e8f7">ukf::parameter::EvolutionRobbinsMonro::updateEvolutionNoise</a></div><div class="ttdeci">void updateEvolutionNoise(ukf_param &amp;p, ukf_scalar_state &amp;s)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:494</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a1d47ad23b7280b0a73170d19628ecdde"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a1d47ad23b7280b0a73170d19628ecdde">ukf::parameter::ukf_scalar_state::temp_n</a></div><div class="ttdeci">gsl_vector * temp_n</div><div class="ttdoc">Temporary vector. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:235</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a70875ec1b32a4a73816c139ebe54d17e"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a70875ec1b32a4a73816c139ebe54d17e">ukf::srstate::ukf_state::Syi</a></div><div class="ttdeci">gsl_matrix * Syi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:838</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a730ff9495bf7fc25e0974a9e3d924edc"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a730ff9495bf7fc25e0974a9e3d924edc">ukf::state::ukf_param::n</a></div><div class="ttdeci">int n</div><div class="ttdoc">Size of the state vector. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:545</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_a898c9583fba45551ae39213dd2b212ba"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#a898c9583fba45551ae39213dd2b212ba">ukf::parameter::ukf_param::prior_pi</a></div><div class="ttdeci">double prior_pi</div><div class="ttdoc">Prior estimate of the covariance matrix. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:106</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a9d6708942b03aec45c04b2dd83ca2db2"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a9d6708942b03aec45c04b2dd83ca2db2">ukf::parameter::ukf_state::Sk</a></div><div class="ttdeci">gsl_matrix * Sk</div><div class="ttdoc">Matrix holding the Cholesky decomposition of , of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:299</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a51c541f3e8ba1379cb5f61876e17c375"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a51c541f3e8ba1379cb5f61876e17c375">ukf::srstate::ukf_state::Svi</a></div><div class="ttdeci">gsl_matrix * Svi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:833</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a05fcc9e561c825d87fd4e0c1bef6bacf"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a05fcc9e561c825d87fd4e0c1bef6bacf">ukf::state::ukf_state::temp_n_1</a></div><div class="ttdeci">gsl_matrix * temp_n_1</div><div class="ttdef"><b>Definition:</b> ukf_types.h:626</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a510dc8889c1b697f6df28ac5866ef41a"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a510dc8889c1b697f6df28ac5866ef41a">ukf::state::ukf_state::wc_aug_j</a></div><div class="ttdeci">gsl_vector * wc_aug_j</div><div class="ttdef"><b>Definition:</b> ukf_types.h:619</div></div>
<div class="ttc" id="namespaceukf_1_1math_html_a341c355f5fddc026efa8589de2f59a50"><div class="ttname"><a href="namespaceukf_1_1math.html#a341c355f5fddc026efa8589de2f59a50">ukf::math::cmp_equal</a></div><div class="ttdeci">bool cmp_equal(double x, double y)</div><div class="ttdef"><b>Definition:</b> ukf_math.h:50</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a478e32bd9fdb16834d784f6a30954510"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a478e32bd9fdb16834d784f6a30954510">ukf::srstate::ukf_state::temp_3n_n</a></div><div class="ttdeci">gsl_matrix * temp_3n_n</div><div class="ttdef"><b>Definition:</b> ukf_types.h:873</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_ab11872ef0fce0c3b1c02eb19e6198fb1"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#ab11872ef0fce0c3b1c02eb19e6198fb1">ukf::srstate::ukf_state::Ki_T</a></div><div class="ttdeci">gsl_matrix * Ki_T</div><div class="ttdef"><b>Definition:</b> ukf_types.h:858</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_add7a90f3736c8909a2e3abc3e4235ba7"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#add7a90f3736c8909a2e3abc3e4235ba7">ukf::srstate::ukf_state::ino_yi</a></div><div class="ttdeci">gsl_vector * ino_yi</div><div class="ttdef"><b>Definition:</b> ukf_types.h:837</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__param_html_aea53a3550db37bc15a3556df4c4edad8"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__param.html#aea53a3550db37bc15a3556df4c4edad8">ukf::srstate::ukf_param::gamma_aug</a></div><div class="ttdeci">double gamma_aug</div><div class="ttdef"><b>Definition:</b> ukf_types.h:776</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a562b9a9319dc9322f23b63077335d146"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a562b9a9319dc9322f23b63077335d146">ukf::state::ukf_param::gamma_aug</a></div><div class="ttdeci">double gamma_aug</div><div class="ttdef"><b>Definition:</b> ukf_types.h:540</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_ac392ca5e3e847688c58bea5692f36bf8"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#ac392ca5e3e847688c58bea5692f36bf8">ukf::parameter::ukf_state::vec_temp_output</a></div><div class="ttdeci">gsl_vector * vec_temp_output</div><div class="ttdoc">Temporary vector of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:348</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_a2bf0400a29dd9d072770c1cf6d393786"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#a2bf0400a29dd9d072770c1cf6d393786">ukf::state::ukf_param::beta</a></div><div class="ttdeci">double beta</div><div class="ttdoc">Non negative weights used to introduce knowledge about the higher order moments of the distribution...</div><div class="ttdef"><b>Definition:</b> ukf_types.h:528</div></div>
<div class="ttc" id="structukf_1_1srstate_1_1ukf__state_html_a90056d939d833550de52374098d3e348"><div class="ttname"><a href="structukf_1_1srstate_1_1ukf__state.html#a90056d939d833550de52374098d3e348">ukf::srstate::ukf_state::sigmaPointsMeasure</a></div><div class="ttdeci">gsl_matrix * sigmaPointsMeasure</div><div class="ttdef"><b>Definition:</b> ukf_types.h:847</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_aefd4bee1f392b746dcf8169d4ecf50ee"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#aefd4bee1f392b746dcf8169d4ecf50ee">ukf::state::ukf_state::Pnni</a></div><div class="ttdeci">gsl_matrix * Pnni</div><div class="ttdef"><b>Definition:</b> ukf_types.h:605</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a7d0a7fe12af4c2f62856e39a04b837f3"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a7d0a7fe12af4c2f62856e39a04b837f3">ukf::parameter::ukf_scalar_state::Pddk</a></div><div class="ttdeci">double Pddk</div><div class="ttdoc">Covariance of the output. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:171</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionNoise_html"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionNoise.html">ukf::parameter::EvolutionNoise</a></div><div class="ttdoc">Mother class from which the evolution noises inherit. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:389</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__param_html_adbe7e1e6b7ec202d8a142b90b8527c83"><div class="ttname"><a href="structukf_1_1state_1_1ukf__param.html#adbe7e1e6b7ec202d8a142b90b8527c83">ukf::state::ukf_param::measurement_noise</a></div><div class="ttdeci">double measurement_noise</div><div class="ttdoc">Parameter used for the evolution noise. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:580</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a68b34cb9b61f4e21b5c2030f5fa55627"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a68b34cb9b61f4e21b5c2030f5fa55627">ukf::state::ukf_state::temp_n</a></div><div class="ttdeci">gsl_vector * temp_n</div><div class="ttdef"><b>Definition:</b> ukf_types.h:624</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_a6970c2f5c4289c9fa1fe95d83b69e579"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#a6970c2f5c4289c9fa1fe95d83b69e579">ukf::parameter::ukf_param::gamma</a></div><div class="ttdeci">double gamma</div><div class="ttdoc"> </div><div class="ttdef"><b>Definition:</b> ukf_types.h:80</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a32b1f10cfda7a39bd3148dacc04a27dc"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a32b1f10cfda7a39bd3148dacc04a27dc">ukf::state::ukf_state::Ki</a></div><div class="ttdeci">gsl_matrix * Ki</div><div class="ttdef"><b>Definition:</b> ukf_types.h:621</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__scalar__state_html_a1cadccc5a4ad055f778de024eb0ba206"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__scalar__state.html#a1cadccc5a4ad055f778de024eb0ba206">ukf::parameter::ukf_scalar_state::sigmaPoints</a></div><div class="ttdeci">gsl_matrix * sigmaPoints</div><div class="ttdoc">Matrix holding the sigma points in the columns, of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:230</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a9216214d4e9b7adb16104188dfea519e"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a9216214d4e9b7adb16104188dfea519e">ukf::parameter::ukf_state::wm</a></div><div class="ttdeci">gsl_vector * wm</div><div class="ttdoc">Weights used to compute the mean of the sigma points&#39; images. </div><div class="ttdef"><b>Definition:</b> ukf_types.h:311</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__state_html_a67c22cfb376227075a089c8e93dc4e5e"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__state.html#a67c22cfb376227075a089c8e93dc4e5e">ukf::parameter::ukf_state::mat_temp_output_n</a></div><div class="ttdeci">gsl_matrix * mat_temp_output_n</div><div class="ttdoc">Temporary matrix of size . </div><div class="ttdef"><b>Definition:</b> ukf_types.h:363</div></div>
<div class="ttc" id="classukf_1_1parameter_1_1EvolutionRobbinsMonro_html_a9c71b98d535b57525d3e3ce5afa201cc"><div class="ttname"><a href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html#a9c71b98d535b57525d3e3ce5afa201cc">ukf::parameter::EvolutionRobbinsMonro::EvolutionRobbinsMonro</a></div><div class="ttdeci">EvolutionRobbinsMonro(double initial_value, double alpha)</div><div class="ttdef"><b>Definition:</b> ukf_types.h:482</div></div>
<div class="ttc" id="structukf_1_1state_1_1ukf__state_html_a578285b7786813b2b9bc2e298296ad55"><div class="ttname"><a href="structukf_1_1state_1_1ukf__state.html#a578285b7786813b2b9bc2e298296ad55">ukf::state::ukf_state::sigmaPoint</a></div><div class="ttdeci">gsl_vector * sigmaPoint</div><div class="ttdef"><b>Definition:</b> ukf_types.h:609</div></div>
<div class="ttc" id="structukf_1_1parameter_1_1ukf__param_html_adf4a8620c9c81e339861b1c8a40f8809"><div class="ttname"><a href="structukf_1_1parameter_1_1ukf__param.html#adf4a8620c9c81e339861b1c8a40f8809">ukf::parameter::ukf_param::nbSamples</a></div><div class="ttdeci">int nbSamples</div><div class="ttdoc"> Number of sigma-points </div><div class="ttdef"><b>Definition:</b> ukf_types.h:116</div></div>
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